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This paper studies the convergence of the estimation error process and the characterization of the corresponding invariant measure in distributed Kalman filtering for potentially unstable and large linear dynamic systems. A gossip network…

Information Theory · Computer Science 2015-01-13 Di Li , Soummya Kar , Jose' M. F. Moura , H. Vincent Poor , Shuguang Cui

In this paper, we present a novel approach to reconstruct a unique image of an observed scene with widely distributed radar sensors. The problem is posed as a constrained optimization problem in which the global image which represents the…

Signal Processing · Electrical Eng. & Systems 2023-06-28 Ahmed Murtada , Ruizhi Hu , Bhavani Shankar Mysore Rama Rao , Udo Schroeder

Distributed restoration can harness distributed energy resources (DER) to enhance the resilience of active distribution networks. However, the large number of decision variables, especially the binary decision variables of reconfiguration,…

Systems and Control · Electrical Eng. & Systems 2020-08-11 Reza Roofegari Nejad , Wei Sun

Large scale, non-convex optimization problems arising in many complex networks such as the power system call for efficient and scalable distributed optimization algorithms. Existing distributed methods are usually iterative and require…

Optimization and Control · Mathematics 2017-10-26 Junyao Guo , Gabriela Hug , Ozan Tonguz

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 paper, we propose a new framework for solving state estimation problems with an additional sparsity-promoting $L_1$-regularizer term. We first formulate such problems as minimization of the sum of linear or nonlinear quadratic error…

Information Theory · Computer Science 2019-10-02 Rui Gao , Filip Tronarp , Simo Särkkä

Many machine learning models, including those with non-smooth regularizers, can be formulated as consensus optimization problems, which can be solved by the alternating direction method of multipliers (ADMM). Many recent efforts have been…

Machine Learning · Computer Science 2018-02-27 Rui Zhu , Di Niu , Zongpeng Li

We propose a distributed optimization method for solving a distributed model predictive consensus problem. The goal is to design a distributed controller for a network of dynamical systems to optimize a coupled objective function while…

Optimization and Control · Mathematics 2012-12-07 Tyler H. Summers , John Lygeros

This paper focuses on the state estimation problem in distributed sensor networks, where intermittent packet dropouts, corrupted observations, and unknown noise covariances coexist. To tackle this challenge, we formulate the joint…

Machine Learning · Statistics 2026-04-06 Peng Sun , Ruoyu Wang , Xue Luo

The ability of widely distributed radar systems to capture diverse spatial scattering properties substantially improves radar imaging performance. Traditional imaging methods leverage regularized optimization techniques to reconstruct…

Signal Processing · Electrical Eng. & Systems 2023-07-18 Ahmed Murtada , Bhavani Shankar Mysore Rama Rao , Udo Schroeder

We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…

Machine Learning · Computer Science 2026-03-23 Xiaoxing Ren , Nicola Bastianello , Karl H. Johansson , Thomas Parisini

Distributed optimization is often widely attempted and innovated as an attractive and preferred methodology to solve large-scale problems effectively in a localized and coordinated manner. Thus, it is noteworthy that the methodology of…

Optimization and Control · Mathematics 2021-08-30 Xiaoxue Zhang , Jun Ma , Zilong Cheng , Sunan Huang , Clarence W. de Silva , Tong Heng Lee

This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…

Systems and Control · Computer Science 2016-11-15 Tsung-Hui Chang

We propose a distributed version of the Alternating Direction Method of Multipliers (ADMM) with linear updates for directed networks. We show that if the objective function of the minimization problem is smooth and strongly convex, our…

Optimization and Control · Mathematics 2023-09-21 Kiran Rokade , Rachel Kalpana Kalaimani

We introduce cooperative sequential state space estimation in the domain of augmented complex statistics, whereby nodes in a network collaborate locally to estimate noncircular complex signals. For rigour, a distributed augmented (widely…

Systems and Control · Computer Science 2013-11-19 Dahir H. Dini , Sithan Kanna , Danilo P. Mandic

In this dissertation, we investigate the issue of robust localization in swarms of heterogeneous mobile agents with multiple and time-varying sensing modalities. Our focus is the development of filter-based and decoupled estimators under…

Robotics · Computer Science 2024-08-23 Roland Jung

ADMM is a popular algorithm for solving convex optimization problems. Applying this algorithm to distributed consensus optimization problem results in a fully distributed iterative solution which relies on processing at the nodes and…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-01-17 Layla Majzoobi , Farshad Lahouti

In this paper, we revisit the inconsistency problem of EKF-based cooperative localization (CL) from the perspective of system decomposition. By transforming the linearized system used by the standard EKF into its Kalman observable canonical…

Robotics · Computer Science 2023-10-24 Ning Hao , Fenghua He , Chungeng Tian , Yu Yao , Weilong Xia

We introduce a new algorithm to solve a regularized spatial-spectral image estimation problem. Our approach is based on the linearized alternating directions method of multipliers (LADMM), which is a variation of the popular ADMM algorithm.…

Signal Processing · Electrical Eng. & Systems 2025-02-25 Yunsong Liu , Debdut Mandal , Congyu Liao , Kawin Setsompop , Justin P. Haldar

In this paper, a distributed dual-quaternion multiplicative extended Kalman filter for the estimation of poses and velocities of individual satellites in a fleet of spacecraft is analyzed. The proposed algorithm uses both absolute and…

Optimization and Control · Mathematics 2024-12-02 Mathias Hudoba de Badyn , Jonas Binz , Andrea Iannelli , Roy S. Smith