Distributed Kalman Filtering Using Weighted Averaging
Research output: Contribution to conference › Paper, not in proceeding
Abstract
This paper addresses the problem of distributed Kalman filtering, with
focus on limiting the required communication bandwidth.
By distributed we refer to a scenario when all nodes in the network desire an
estimate of the full state of the observed system and there is no
centralized computation center. Communication only takes place
between neighbors and only a fixed number of times each sample. To
reduce bandwidth requirements of individual nodes, estimates
instead of measurements are communicated. A new estimate is
then formed as a weighted average of the neighbouring estimates. The
weights are optimized to yield a small estimation error covariance in
stationarity. The minimization can be done off line thus allowing
only estimates to be communicated. The advantage of communicating
estimates instead of measurements becomes more evident when the number
of nodes exceeds the size of the state vector to be estimated. The
algorithm is applied to one
simple second order system and temperature sensing network.
focus on limiting the required communication bandwidth.
By distributed we refer to a scenario when all nodes in the network desire an
estimate of the full state of the observed system and there is no
centralized computation center. Communication only takes place
between neighbors and only a fixed number of times each sample. To
reduce bandwidth requirements of individual nodes, estimates
instead of measurements are communicated. A new estimate is
then formed as a weighted average of the neighbouring estimates. The
weights are optimized to yield a small estimation error covariance in
stationarity. The minimization can be done off line thus allowing
only estimates to be communicated. The advantage of communicating
estimates instead of measurements becomes more evident when the number
of nodes exceeds the size of the state vector to be estimated. The
algorithm is applied to one
simple second order system and temperature sensing network.
Details
Authors  

Organisations  
Research areas and keywords  Subject classification (UKÄ) – MANDATORY

Original language  English 

Publication status  Published  2006 
Publication category  Research 
Peerreviewed  Yes 
Event  17th International Symposium on Mathematical Theory of Networks and Systems, 2006: MTNS 2006  Kyoto, Japan Duration: 2006 Jul 24 → 2006 Jul 28 Conference number: 17 
Conference
Conference  17th International Symposium on Mathematical Theory of Networks and Systems, 2006 

Country  Japan 
City  Kyoto 
Period  2006/07/24 → 2006/07/28 
Total downloads
No data available