A Novel Distributed State Estimation Algorithm with Consensus Strategy

Owing to its high-fault tolerance and scalability, the consensus-based paradigm has attracted immense popularity for distributed state estimation. If a target is neither observed by a certain node nor by its neighbors, this node is naive about the target. Some existing algorithms have considered the presence of naive nodes, but it takes sufficient consensus iterations for these algorithms to achieve a satisfactory performance. In practical applications, because of constrained energy and communication resources, only a limited number of iterations are allowed and thus the performance of these algorithms will be deteriorated. By fusing the measurements as well as the prior estimates of each node and its neighbors, a local optimal estimate is obtained based on the proposed distributed local maximum a posterior (MAP) estimator. With some approximations of the cross-covariance matrices and a consensus protocol incorporated into the estimation framework, a novel distributed hybrid information weighted consensus filter (DHIWCF) is proposed. Then, theoretical analysis on the guaranteed stability of the proposed DHIWCF is performed. Finally, the effectiveness and superiority of the proposed DHIWCF is evaluated. Simulation results indicate that the proposed DHIWCF can achieve an acceptable estimation performance even with a single consensus iteration.

[1]  Randal W. Beard,et al.  Consensus seeking in multiagent systems under dynamically changing interaction topologies , 2005, IEEE Transactions on Automatic Control.

[2]  Giuseppe Carlo Calafiore,et al.  Distributed linear estimation over sensor networks , 2009, Int. J. Control.

[3]  Amit K. Roy-Chowdhury,et al.  Information weighted consensus , 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

[4]  Yilun Shang,et al.  Resilient Multiscale Coordination Control against Adversarial Nodes , 2018, Energies.

[5]  Zidong Wang,et al.  On Kalman-Consensus Filtering With Random Link Failures Over Sensor Networks , 2018, IEEE Transactions on Automatic Control.

[6]  R.W. Beard,et al.  Multi-agent Kalman consensus with relative uncertainty , 2005, Proceedings of the 2005, American Control Conference, 2005..

[7]  Yilun Shang,et al.  Resilient consensus of switched multi-agent systems , 2018, Syst. Control. Lett..

[8]  Kuo-Chu Chang,et al.  Comparison of optimal distributed estimation and consensus filtering , 2016, 2016 19th International Conference on Information Fusion (FUSION).

[9]  Reza Olfati-Saber,et al.  Kalman-Consensus Filter : Optimality, stability, and performance , 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

[10]  W. Niehsen,et al.  Information fusion based on fast covariance intersection filtering , 2002, Proceedings of the Fifth International Conference on Information Fusion. FUSION 2002. (IEEE Cat.No.02EX5997).

[11]  Jing Zeng,et al.  Information weighted consensus-based distributed particle filter for large-scale sparse wireless sensor networks , 2014, IET Commun..

[12]  Gang Liu,et al.  Average information‐weighted consensus filter for target tracking in distributed sensor networks with naivety issues , 2018 .

[13]  Giorgio Battistelli,et al.  Consensus-based algorithms for distributed filtering , 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

[14]  Ahmed Tashrif Kamal Information Weighted Consensus for Distributed Estimation in Vision Networks , 2013 .

[15]  Amit K. Roy-Chowdhury,et al.  A Generalized Kalman Consensus Filter for wide-area video networks , 2011, IEEE Conference on Decision and Control and European Control Conference.

[16]  Minyue Fu,et al.  Distributed Kalman filter in a network of linear systems , 2018, Syst. Control. Lett..

[17]  Reza Olfati-Saber,et al.  Distributed Kalman filtering for sensor networks , 2007, 2007 46th IEEE Conference on Decision and Control.

[18]  Jonathan P. How,et al.  An unbiased Kalman consensus algorithm , 2006, 2006 American Control Conference.

[19]  Giorgio Battistelli,et al.  Kullback-Leibler average, consensus on probability densities, and distributed state estimation with guaranteed stability , 2014, Autom..

[20]  Amit K. Roy-Chowdhury,et al.  Information Weighted Consensus Filters and Their Application in Distributed Camera Networks , 2013, IEEE Transactions on Automatic Control.

[21]  Stephen P. Boyd,et al.  Fast linear iterations for distributed averaging , 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

[22]  Genshe Chen,et al.  Consensus-based auction algorithm for distributed sensor management in space object tracking , 2017, 2017 IEEE Aerospace Conference.

[23]  Xiangyu Wang,et al.  Hybrid Consensus-Based Cubature Kalman Filtering for Distributed State Estimation in Sensor Networks , 2018, IEEE Sensors Journal.

[24]  Reza Olfati-Saber,et al.  Consensus and Cooperation in Networked Multi-Agent Systems , 2007, Proceedings of the IEEE.

[25]  Yu Liu,et al.  Consensus algorithm for distributed state estimation in multi-clusters sensor network , 2017, 2017 20th International Conference on Information Fusion (Fusion).

[26]  Tian Guohui,et al.  Information weighted consensus filtering with improved convergence rate , 2016, 2016 35th Chinese Control Conference (CCC).

[27]  Juan M. Corchado,et al.  Second-order statistics analysis and comparison between arithmetic and geometric average fusion: Application to multi-sensor target tracking , 2019, Inf. Fusion.

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

[29]  Jeffrey K. Uhlmann,et al.  General Decentralized Data Fusion With Covariance Intersection (CI) , 2001 .

[30]  Giorgio Battistelli,et al.  Consensus-Based Linear and Nonlinear Filtering , 2015, IEEE Transactions on Automatic Control.

[31]  Genshe Chen,et al.  Cooperative space object tracking using space-based optical sensors via consensus-based filters , 2016, IEEE Transactions on Aerospace and Electronic Systems.

[32]  Umberto Spagnolini,et al.  Consensus-Based Algorithms for Distributed Network-State Estimation and Localization , 2017, IEEE Transactions on Signal and Information Processing over Networks.

[33]  Fatemeh Rastgar,et al.  Consensus-Based Distributed Robust Filtering for Multisensor Systems With Stochastic Uncertainties , 2018, IEEE Sensors Journal.

[34]  Wei Ren,et al.  On the Convergence Conditions of Distributed Dynamic State Estimation Using Sensor Networks: A Unified Framework , 2018, IEEE Transactions on Control Systems Technology.

[35]  Cheolhyeon Kwon,et al.  Optimal discrete-time Kalman Consensus Filter , 2017, 2017 American Control Conference (ACC).

[36]  Juan M. Corchado,et al.  Convergence of Distributed Flooding and Its Application for Distributed Bayesian Filtering , 2017, IEEE Transactions on Signal and Information Processing over Networks.

[37]  Yilun Shang,et al.  Finite-Time Weighted Average Consensus and Generalized Consensus Over a Subset , 2016, IEEE Access.

[38]  Frank L. Lewis,et al.  Distributed information-weighted Kalman consensus filter for sensor networks , 2017, Autom..

[39]  Jeffrey K. Uhlmann,et al.  A non-divergent estimation algorithm in the presence of unknown correlations , 1997, Proceedings of the 1997 American Control Conference (Cat. No.97CH36041).

[40]  Giorgio Battistelli,et al.  A distributed Kalman filter with event-triggered communication and guaranteed stability , 2018, Autom..

[41]  Seyed Ali Ghorashi,et al.  Generalised Kalman-consensus filter , 2017, IET Signal Process..