Consensus optimization approach for distributed Kalman filtering: performance recovery of centralized filtering with proofs
This paper investigates the distributed Kalman filtering (DKF) from distributed optimization viewpoint. Motivated by the fact that Kalman filtering is a maximum a posteriori estimation (MAP) problem, which is a quadratic optimization problem, we reformulate DKF problem as a consensus optimization problem, resulting in that it can be solved by many existing distributed optimization algorithms. A new DKF algorithm employing the dual ascent method is proposed, and its stability is proved under mild assumptions. The performance of the proposed algorithm is evaluated through numerical experiments.
Code (0)
등록된 구현이 없습니다.
Tasks
Distributed OptimizationSimilar Papers 제목 키워드 기반
Observation of Periodic Systems: Bridge Centralized Kalman Filtering and Consensus-Based Distributed Filtering
Compared with linear time invariant systems, linear periodic system can describe the periodic processes arising from nature and engineering more precisely. However, the time-varying system parameters increase the difficu…
Communication-Efficient Distributed Kalman Filtering using ADMM
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 f…
Distributed OptimizationDistributed Kalman--Consensus Filtering with Adaptive Uncertainty Weighting for Multi-Object Tracking in Mobile Robot Networks
This paper presents an implementation and evaluation of a Distributed Kalman--Consensus Filter (DKCF) for Multi-Object Tracking (MOT) in mobile robot networks operating under partial observability and heterogeneous local…
Multi-Object TrackingHigh Accuracy Distributed Kalman Filtering for Frequency and Phase Synchronization in Distributed Phased Arrays
Precise frequency and phase synchronization are among the important aspects in a coherent distributed phased array antenna system, and are among the most challenging to achieve for microwave frequencies and above. We pro…
Online Expectation-Maximization Based Frequency and Phase Consensus in Distributed Phased Arrays
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 …