Information-Weighted Consensus Filter with Partial Information Exchange

Abstract

In this note, the information-weighted consensus filter (ICF) with partial information exchange is proposed to reduce the bandwidth of the signals transmitted between the sensor nodes and guarantee its convergence to the centralized Kalman filter (CKF). In the proposed algorithm, a part of information chosen with the entry selection matrix is transmitted to the sensor nodes in the neighborhood at each consensus step, and consensus averaging is conducted at each sensor node with the partial and the local information. This ensures that the proposed distributed estimation algorithm converges to the centralized algorithm, while allowing the proposed algorithm to achieve bandwidth reduction of the signals transmitted between the sensors. With the proposed algorithm, the stability of the estimation error dynamics is proven and the convergence to the centralized algorithm is mathematically shown using the property of the average consensus. Simulations are conducted to validate the proposed ICF with partial information exchange and the related theoretical findings.