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DISTRIBUTED OPTIMAL CONSENSUS-BASED KALMAN FILTERING AND ITS RELATION TO MAP ESTIMATION

Abstract: 

In this paper, we address the problem of distributed state estimation, where a set of nodes are required to jointly estimate the state of a linear dynamic system based on sequential measurements. In our distributed scenario, all the nodes 1) are interested in the full state of the observed system and 2) pursue a consensus-based state estimate with high accuracy. We exploit the equivalent relation between the maximum-a-posteriori (MAP) estimation and the Kalman filter (KF) in the minimum mean square error (MMSE) sense under the Gaussian assumption. Utilizing this relation, a distributed Kalman filtering algorithm is derived, which ensures consensus-based state estimates among nodes and converges to the optimal central KF solution.

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Paper Details

Authors:
Shengdi Wang, Henning Paul, Armin Dekorsy
Submitted On:
13 April 2018 - 9:35am
Short Link:
Type:
Presentation Slides
Event:
Presenter's Name:
Shengdi Wang
Paper Code:
SPCOM-L4.6
Document Year:
2018
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[1] Shengdi Wang, Henning Paul, Armin Dekorsy, "DISTRIBUTED OPTIMAL CONSENSUS-BASED KALMAN FILTERING AND ITS RELATION TO MAP ESTIMATION", IEEE SigPort, 2018. [Online]. Available: http://sigport.org/2698. Accessed: Oct. 23, 2020.
@article{2698-18,
url = {http://sigport.org/2698},
author = {Shengdi Wang; Henning Paul; Armin Dekorsy },
publisher = {IEEE SigPort},
title = {DISTRIBUTED OPTIMAL CONSENSUS-BASED KALMAN FILTERING AND ITS RELATION TO MAP ESTIMATION},
year = {2018} }
TY - EJOUR
T1 - DISTRIBUTED OPTIMAL CONSENSUS-BASED KALMAN FILTERING AND ITS RELATION TO MAP ESTIMATION
AU - Shengdi Wang; Henning Paul; Armin Dekorsy
PY - 2018
PB - IEEE SigPort
UR - http://sigport.org/2698
ER -
Shengdi Wang, Henning Paul, Armin Dekorsy. (2018). DISTRIBUTED OPTIMAL CONSENSUS-BASED KALMAN FILTERING AND ITS RELATION TO MAP ESTIMATION. IEEE SigPort. http://sigport.org/2698
Shengdi Wang, Henning Paul, Armin Dekorsy, 2018. DISTRIBUTED OPTIMAL CONSENSUS-BASED KALMAN FILTERING AND ITS RELATION TO MAP ESTIMATION. Available at: http://sigport.org/2698.
Shengdi Wang, Henning Paul, Armin Dekorsy. (2018). "DISTRIBUTED OPTIMAL CONSENSUS-BASED KALMAN FILTERING AND ITS RELATION TO MAP ESTIMATION." Web.
1. Shengdi Wang, Henning Paul, Armin Dekorsy. DISTRIBUTED OPTIMAL CONSENSUS-BASED KALMAN FILTERING AND ITS RELATION TO MAP ESTIMATION [Internet]. IEEE SigPort; 2018. Available from : http://sigport.org/2698