Documents
Presentation Slides
Presentation Slides
DISTRIBUTED OPTIMAL CONSENSUS-BASED KALMAN FILTERING AND ITS RELATION TO MAP ESTIMATION
- Citation Author(s):
- Submitted by:
- Shengdi Wang
- Last updated:
- 13 April 2018 - 9:35am
- Document Type:
- Presentation Slides
- Document Year:
- 2018
- Event:
- Presenters:
- Shengdi Wang
- Paper Code:
- SPCOM-L4.6
- Categories:
- Keywords:
- Log in to post comments
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.