相关论文: High Accuracy Distributed Kalman Filtering for Fre…

Several variations of the Kalman filter algorithm, such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are widely used in science and engineering applications. In this paper, we introduce two algorithms of…

A new type of ensemble Kalman filter is developed, which is based on replacing the sample covariance in the analysis step by its diagonal in a spectral basis. It is proved that this technique improves the aproximation of the covariance when…

Accurate estimation of the dynamic states of a synchronous machine (e.g., rotor s angle and speed) is essential in monitoring and controlling transient stability of a power system. It is well known that the covariance matrixes of process…

We study state estimation for discrete-time linear stochastic systems under distributional ambiguity in the initial state, process noise, and measurement noise. We propose a noise-centric distributionally robust Kalman filter (DRKF) based…

Distributed phased arrays are comprised of separate, smaller antenna systems that coordinate with each other to support coherent beamforming towards a destination. However, due to the frequency drift and phase jitter of the oscillators, as…

This paper is concerned with developing a novel distributed Kalman filtering algorithm over wireless sensor networks based on randomized consensus strategy. Compared with the centralized algorithm, distributed filtering techniques require…

We propose a novel formulation for phase synchronization -- the statistical problem of jointly estimating alignment angles from noisy pairwise comparisons -- as a nonconvex optimization problem that enforces consistency among the pairwise…

Future cellular networks that utilize millimeter wave signals provide new opportunities in positioning and situational awareness. Large bandwidths combined with large antenna arrays provide unparalleled delay and angle resolution, allowing…

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…

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…

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…

Large-scale distributed systems such as sensor networks, often need to achieve filtering and consensus on an estimated parameter from high-dimensional measurements. Running a Kalman filter on every node in such a network is computationally…

Kalman filtering is a powerful approach to adaptive filtering for various problems in signal processing. The frequency-domain adaptive Kalman filter (FDKF), based on the concept of the acoustic state space, provides a unifying solution to…

This paper studies the distributed state estimation in sensor network, where $m$ sensors are deployed to infer the $n$-dimensional state of a linear time-invariant (LTI) Gaussian system. By a lossless decomposition of optimal steady-state…

Nonlinear Kalman Filters are powerful and widely-used techniques when trying to estimate the hidden state of a stochastic nonlinear dynamic system. In this paper, we extend the Smart Sampling Kalman Filter (S2KF) with a new point symmetric…

The Kalman filter has been adopted in acoustic echo cancellation due to its robustness to double-talk, fast convergence, and good steady-state performance. The performance of Kalman filter is closely related to the estimation accuracy of…

The Kalman filter (KF) is one of the most widely used tools for data assimilation and sequential estimation. In this work, we show that the state estimates from the KF in a standard linear dynamical system setting are equivalent to those…

Distributed antenna arrays have been proposed for many applications ranging from space-based observatories to automated vehicles. Achieving good performance in distributed antenna systems requires stringent synchronization at the wavelength…

A new approach to distributed syntonization (frequency alignment) for the coordination of nodes in open loop coherent distributed antenna arrays to enable distributed beamforming is presented. This approach makes use of the concept of…

The Ensemble Kalman Filter (EnKF), as a fundamental data assimilation approach, has been widely used in many fields of the sciences and engineering. When the state variable is of high dimensional accompanied with high resolution…