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Federated square root filter for decentralized parallel processors

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1 Author(s)
Carlson, N.A. ; Integrity Syst. Inc., Winchester, MA, USA

An efficient, federated Kalman filter is developed for use in distributed multisensor systems. The design accommodates sensor-dedicated local filters, some of which use data from a common reference subsystem. The local filters run in parallel, and provide sensor data compression via prefiltering. The master filter runs at a selectable reduced rate, fusing local filter outputs via efficient square root algorithms. Common local process noise correlations are handled by use of a conservative matrix upper bound. The federated filter yields estimates that are globally optimal or conservatively suboptimal, depending upon the master filter processing rate. This design achieves a major improvement in throughput (speed), is well suited to real-time system implementation, and enhances fault detection, isolation, and recovery capability

Published in:

Aerospace and Electronic Systems, IEEE Transactions on  (Volume:26 ,  Issue: 3 )