SOI-KF: Distributed Kalman filtering with low-cost communications using the sign of innovations

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Abstract

When dealing with decentralized estimation, it is important to reduce the cost of communicating the distributed observations - a problem receiving revived interest in the context of wireless sensor networks. In this paper, we derive and analyze distributed state estimators of dynamical stochastic processes, whereby the low communication cost is effected by requiring the transmission of a single bit per observation. Following a Kalman filtering (KF) approach, we develop recursive algorithms for distributed state estimation based on the sign of innovations (SOI). Even though SOI-KF can afford minimal communication overhead, we prove that in terms of performance and complexity it comes very close to the clairvoyant KF which is based on the analog-amplitude observations. Reinforcing our conclusions, we show that the SOI-KF applied to distributed target tracking based on distance-only observations yields accurate estimates at low communication cost.

Original languageEnglish (US)
Pages (from-to)4782-4795
Number of pages14
JournalIEEE Transactions on Signal Processing
Volume54
Issue number12
DOIs
StatePublished - Dec 2006

Bibliographical note

Funding Information:
Manuscript received August 16, 2005; revised December 19, 2005. Work in this paper was prepared through collaborative participation in the Communications and Networks Consortium sponsored by the U. S. Army Research Laboratory under the Collaborative Technology Alliance Program, Cooperative Agreement DAAD19-01-2-0011. The U. S. Government is authorized to reproduce and distribute reprints for Government purposes notwithstanding any copyright notation thereon. The views and conclusions contained in this document are those of the authors and should not be interpreted as representing the official policies, either expressed or implied, of the Army Research Laboratory or the U. S. Government. Part of the results in this paper appeared in [27]. The editor coordinating the review of this manuscript and approving it for publication was Dr. Mounir Ghogho.

Keywords

  • Distributed state estimation
  • Kalman filter (KF)
  • Target tracking
  • Wireless sensor networks

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