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This paper investigates the distributed Kalman filter (DKF) for linear systems, with specific attention on measurement fusion, which is a typical way of information sharing and is vital for enhancing stability and improving estimation…

Signal Processing · Electrical Eng. & Systems 2025-04-14 Tuo Yang , Jiachen Qian , Zhisheng Duan , Zhiyong Sun

In the presence of renewable resources, distribution networks have become extremely complex to monitor, operate and control. Furthermore, for the real time applications, active distribution networks require fast real time distribution state…

Applications · Statistics 2018-04-24 Mehdi Shafiei , Gerard Ledwich , Ghavameddin Nourbakhsh , Ali Arefi , Houman Pezeshki

Traditional Kalman filter (KF) is derived under the well-known minimum mean square error (MMSE) criterion, which is optimal under Gaussian assumption. However, when the signals are non-Gaussian, especially when the system is disturbed by…

Machine Learning · Statistics 2015-09-16 Badong Chen , Xi Liu , Haiquan Zhao , José C. Príncipe

We consider the Kalman-filtering problem with multiple sensors which are connected through a communication network. If all measurements are delivered to one place called fusion center and processed together, we call the process centralized…

Optimization and Control · Mathematics 2019-03-29 Kunhee Ryu , Juhoon Back

A novel method for distributed estimation of the frequency of power systems is introduced based on the cooperation between multiple measurement nodes. The proposed distributed widely linear complex Kalman filter (D-ACKF) and the distributed…

Systems and Control · Computer Science 2014-10-03 Sithan Kanna , Dahir H. Dini , Yili Xia , Ron Hui , Danilo P. Mandic

Distributed state estimation strongly depends on collaborative signal processing, which often requires excessive communication and computation to be executed on resource-constrained sensor nodes. To address this problem, we propose an…

Systems and Control · Computer Science 2020-02-19 Amr Alanwar , Hazem Said , Ankur Mehta , Matthias Althoff

The Distributed Diffusion Kalman Filter (DDKF) algorithm in all its magnitude has earned great attention lately and has shown an elaborate way to address the issue of distributed optimization over networks. Estimation and tracking of a…

In this article, a robust ensemble Kalman filter (EnKF) called MC-EnKF is proposed for nonlinear state-space model to deal with filtering problems with non-Gaussian observation noises. Our MC-EnKF is derived based on maximum correntropy…

Systems and Control · Electrical Eng. & Systems 2023-08-21 Yangtianze Tao , Jiayi Kang , Stephen Shing-Toung Yau

This letter explores covariance matching-based adaptive robust cubature Kalman filter (CMRACKF). In this method, the innovation sequence is used to determine the covariance matrix of measurement noise that can overcome the limitation of…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Mundla Narasimhappa , Sesham Srinu

This paper addresses the problem of optimal linear filtering in a network of local estimators, commonly referred to as distributed Kalman filtering (DKF). The DKF problem is formulated within a distributed optimization framework, where…

Systems and Control · Electrical Eng. & Systems 2025-01-23 Muhammad Iqbal , Kundan Kumar , Simo Särkkä

This work proposes a resilient and adaptive state estimation framework for robots operating in perceptually-degraded environments. The approach, called Adaptive Maximum Correntropy Criterion Kalman Filtering (AMCCKF), is inherently robust…

In this paper, the information-weighted consensus filter (ICF) with partial information exchange is proposed to reduce the bandwidth of the signals transmitted between the sensor nodes and guarantee its convergence to the centralized Kalman…

Information Theory · Computer Science 2021-12-16 Byoung-Ju Jeon , Shaoming He

A robust desensitized cubature Kalman filtering (DCKF) for nonlinear systems with uncertain parameter is proposed. Sensitivity matrices are defined as the integral form, and desensitized cost function is designed by penalizing the posterior…

Systems and Control · Computer Science 2015-12-25 Taishan Lou

In this paper, a distributed Kalman filtering (DKF) algorithm is proposed based on a diffusion strategy, which is used to track an unknown signal process in sensor networks cooperatively. Unlike the centralized algorithms, no fusion center…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Siyu Xie , Die Gan , Zhixin Liu

We consider the distributed Kalman filtering problem for sensor networks where each node takes the measurement, communicates with its local neighbors, and updates its local estimate and estimation error covariance at the same frequency. In…

Optimization and Control · Mathematics 2014-10-03 Shaocheng Wang , Wei Ren , Zhongkui Li

Non-Gaussian noise, outliers, sudden load changes, and bad measurement data are key factors that diminish the accuracy of dynamic state estimation in power systems. Additionally, unscented Kalman filters (UKF) based on correntropy criteria…

Signal Processing · Electrical Eng. & Systems 2025-09-03 Duc Viet Nguyen , Haiquan Zhao , Jinhui Hu

It is known that the conventional estimators such as extended Kalman filter (EKF) and unscented Kalman filter (UKF) may provide favorable performance; However, they may not guarantee the robustness against model uncertainty and cyber…

Systems and Control · Electrical Eng. & Systems 2025-03-28 Tohid Kargar Tasooji , Sakineh Khodadadi

In this paper, we investigate a distributed estimation problem for multi-agent systems with state equality constraints (SEC). First, under a time-based consensus communication protocol, applying a modified projection operator and the…

Systems and Control · Computer Science 2019-03-12 Xingkang He , Chen Hu , Yiguang Hong , Ling Shi , Haitao Fang

The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…

Optimization and Control · Mathematics 2025-09-10 Yuan Wu , Sicheng He

The optimal fusion of estimates in a Distributed Kalman Filter (DKF) requires tracking of the complete network error covariance, problematic in terms of memory and communication. A scalable alternative is to fuse estimates under unknown…

Systems and Control · Electrical Eng. & Systems 2022-06-14 Eduardo Sebastián , Eduardo Montijano , Carlos Sagüés