2009 Conference Record of the Forty-Third Asilomar Conference on Signals, Systems and Computers 2009
DOI: 10.1109/acssc.2009.5470006
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Diffusion distributed Kalman filtering with adaptive weights

Abstract: We study the problem of distributed Kalman filtering, where a set of nodes are required to collectively estimate the state of a linear dynamic system from their measurements. In diffusion Kalman filtering strategies, neighboring state estimates are linearly combined using a set of scalar weights. In this work we show how to optimally select the weights, and propose an adaptive algorithm to adapt them using local information at every node. The algorithm is fully distributed and runs in real time, with low proce… Show more

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Cited by 48 publications
(28 citation statements)
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References 6 publications
(15 reference statements)
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“…This method uses an accuracy dependent consensus step in the standard KF steps. Different from the consensus approaches, now the diffusion strategy is widely used in the literature, where the estimates are linearly combined using a set of weights [33], [34]. This method is more practical when dealing with dynamic systems where new measurements must be processed in a timely manner instead of running consensus [35], [36].…”
Section: A Related Workmentioning
confidence: 99%
“…This method uses an accuracy dependent consensus step in the standard KF steps. Different from the consensus approaches, now the diffusion strategy is widely used in the literature, where the estimates are linearly combined using a set of weights [33], [34]. This method is more practical when dealing with dynamic systems where new measurements must be processed in a timely manner instead of running consensus [35], [36].…”
Section: A Related Workmentioning
confidence: 99%
“…In these algorithms, measurements are exchanged among the neighboring sensors to generate local estimates, then by using consensus algorithms the fusion estimates are obtained. In [11] and [12], the local estimates, which are calculated by using a local Kalman filter, are fused by a convex combination. Two main objects of the aforementioned distributed fusion algorithms are improve local estimates and reduce the disagreement of the estimates among different sensors.…”
Section: Introductionmentioning
confidence: 99%
“…In several practical applications, the consensus and sensing time steps are often equal [24]- [28], i.e., each node can communicate only once with its neighbouring nodes between two successive observations. Spurred by this consideration, the paper focuses on the design of a DPF implementation based on the diffusive strategies [29]- [32], which we refer to as the D/DPF. The main contribution of this paper is to incorporate diffusive fusion in the non-linear distributed estimation framework to eliminate the need of the consensus step.…”
Section: Introductionmentioning
confidence: 99%