Distributed Kalman Filter with Embedded Consensus Filters

The problem of distributed Kalman filtering (DKF) for sensor networks is one of the most fundamental distributed estimation problems for scalable sensor fusion. This paper addresses the DKF problem by reducing it to two separate dynamic consensus problems in terms of weighted measurements and inverse-covariance matrices. These to data fusion problems are solved is a distributed way using low-pass and band-pass consensus filters. Consensus filters are distributed algorithms that allow calculation of average-consensus of time-varying signals. The stability properties of consensus filters is discussed in a companion CDC ’05 paper [24]. We show that a central Kalman filter for sensor networks can be decomposed…

• AR
  Army Research Office