Optimal decentralized Kalman filter

S. Oruç; J. Sijs; P.P.J. Bosch, van den

doi:10.1109/MED.2009.5164642

Optimal decentralized Kalman filter

S. Oruç, J. Sijs, P.P.J. Bosch, van den

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

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Abstract

The Kalman filter is a powerful state estimation algorithm which incorporates noise models, process model and measurements to obtain an accurate estimate of the states of a process. Implementation of conventional Kalman filter algorithm requires a central processor that harvests measurements from all the sensors in the field. Central algorithms have some drawbacks such as reliability, robustness and high computation which result in a need for non-central algorithms. This study takes optimality in decentralized Kalman filter (DKF) as its focus and derives the optimal decentralized Kalman filter (ODKF) algorithm, in case the network topology is provided to every node in the network, by introducing global Kalman equations. ODKF sets a lower bound of estimation error in least squares sense for DKF.

Original language	English
Title of host publication	Proceedings of the 17th Mediterranean Conference on Control and Automation, MED '09, 24-26 June 2009, Thessaloniki, Greece,
Place of Publication	Piscataway
Publisher	Institute of Electrical and Electronics Engineers
Pages	803-808
ISBN (Print)	978-1-4244-4684-1
DOIs	https://doi.org/10.1109/MED.2009.5164642
Publication status	Published - 2009

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title = "Optimal decentralized Kalman filter",

abstract = "The Kalman filter is a powerful state estimation algorithm which incorporates noise models, process model and measurements to obtain an accurate estimate of the states of a process. Implementation of conventional Kalman filter algorithm requires a central processor that harvests measurements from all the sensors in the field. Central algorithms have some drawbacks such as reliability, robustness and high computation which result in a need for non-central algorithms. This study takes optimality in decentralized Kalman filter (DKF) as its focus and derives the optimal decentralized Kalman filter (ODKF) algorithm, in case the network topology is provided to every node in the network, by introducing global Kalman equations. ODKF sets a lower bound of estimation error in least squares sense for DKF.",

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Optimal decentralized Kalman filter. / Oruç, S.; Sijs, J.; Bosch, van den, P.P.J.
Proceedings of the 17th Mediterranean Conference on Control and Automation, MED '09, 24-26 June 2009, Thessaloniki, Greece,. Piscataway: Institute of Electrical and Electronics Engineers, 2009. p. 803-808.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

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AU - Oruç, S.

AU - Sijs, J.

AU - Bosch, van den, P.P.J.

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Optimal decentralized Kalman filter

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