Distributed receding horizon Kalman filter

In this paper a distributed version of the Kalman filter is proposed. In particular, the estimation problem is reduced to the optimization of a cost function that depends on the system dynamics and the latest output measurements and state estimates which is distributed among the local subsystems by means of dual decomposition. The techniques presented in the paper are applied to estimate the position of mobile agents.

[1]  David E. Culler,et al.  Telos: enabling ultra-low power wireless research , 2005, IPSN 2005. Fourth International Symposium on Information Processing in Sensor Networks, 2005..

[2]  Tai C Yang,et al.  Networked control system: a brief survey , 2006 .

[3]  B. De Schutter,et al.  Multi-Agent Model Predictive Control of Transportation Networks , 2006, 2006 IEEE International Conference on Networking, Sensing and Control.

[4]  Sean R Eddy,et al.  What is dynamic programming? , 2004, Nature Biotechnology.

[5]  Eduardo F. Camacho,et al.  Smart home interoperability: the DomoEsi project approach , 2009 .

[6]  Anders Rantzer,et al.  Dynamic dual decomposition for distributed control , 2009, 2009 American Control Conference.

[7]  H. Varian.  Intermediate Microeconomics: A Modern Approach , 1987 .

[8]  T. Başar,et al.  A New Approach to Linear Filtering and Prediction Problems , 2001 .

[9]  Anders Rantzer,et al.  Distributed Kalman Filter algorithms for self-localization of mobile devices , 2010, HSCC '10.

[10]  Stergios I. Roumeliotis,et al.  Distributed multirobot localization , 2002, IEEE Trans. Robotics Autom..

[11]  Peter Alriksson,et al.  State Estimation for Distributed and Hybrid Systems , 2008 .

[12]  Henry Cox,et al.  On the estimation of state variables and parameters for noisy dynamic systems , 1964 .

[13]  James B. Rawlings,et al.  Particle filtering and moving horizon estimation , 2006, Comput. Chem. Eng..

[14]  Peter Neumann,et al.  Communication in industrial automation—What is going on? , 2004 .

[15]  James B. Rawlings,et al.  Critical Evaluation of Extended Kalman Filtering and Moving-Horizon Estimation , 2005 .

[16]  Anders Rantzer,et al.  Distributed Model Predictive Control with suboptimality and stability guarantees , 2010, 49th IEEE Conference on Decision and Control (CDC).