Distributed Kalman filtering for sensor networks

In this paper, we introduce three novel distributed Kalman filtering (DKF) algorithms for sensor networks. The first algorithm is a modification of a previous DKF algorithm presented by the author in CDC-ECC '05. The previous algorithm was only applicable to sensors with identical observation matrices which meant the process had to be observable by every sensor. The modified DKF algorithm uses two identical consensus filters for fusion of the sensor data and covariance information and is applicable to sensor networks with different observation matrices. This enables the sensor network to act as a collective observer for the processes occurring in an environment. Then, we introduce a continuous-time distributed…