Cart (Loading....) | Create Account
Close category search window
 

Diffusion Strategies for Distributed Kalman Filtering and Smoothing

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Cattivelli, F.S. ; Dept. of Electr. Eng., Univ. of California, Los Angeles, CA, USA ; Sayed, A.H.

We study the problem of distributed Kalman filtering and smoothing, where a set of nodes is required to estimate the state of a linear dynamic system from in a collaborative manner. Our focus is on diffusion strategies, where nodes communicate with their direct neighbors only, and the information is diffused across the network through a sequence of Kalman iterations and data-aggregation. We study the problems of Kalman filtering, fixed-lag smoothing and fixed-point smoothing, and propose diffusion algorithms to solve each one of these problems. We analyze the mean and mean-square performance of the proposed algorithms, provide expressions for their steady-state mean-square performance, and analyze the convergence of the diffusion Kalman filter recursions. Finally, we apply the proposed algorithms to the problem of estimating and tracking the position of a projectile. We compare our simulation results with the theoretical expressions, and note that the proposed approach outperforms existing techniques.

Published in:

Automatic Control, IEEE Transactions on  (Volume:55 ,  Issue: 9 )

Date of Publication:

Sept. 2010

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.