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result(s) for
"distributed fusion estimation"
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The Distributed and Centralized Fusion Filtering Problems of Tessarine Signals from Multi-Sensor Randomly Delayed and Missing Observations under -Properness Conditions
by
Rosa M. Fernández-Alcalá
,
José D. Jiménez-López
,
Juan C. Ruiz-Molina
in
centralized fusion estimation
,
delayed observations
,
distributed fusion estimation
2021
This paper addresses the fusion estimation problem in tessarine systems with multi-sensor observations affected by mixed uncertainties when under T k -properness conditions. Observations from each sensor can be updated, delayed, or contain only noise, and a correlation is assumed between the state and the observation noises. Recursive algorithms for the optimal local linear filter at each sensor as well as both centralized and distributed linear fusion estimators are derived using an innovation approach. The T k -properness assumption implies a reduction in the dimension of the augmented system, which yields computational savings in the previously mentioned algorithms compared to their counterparts, which are derived from real or widely linear processing. A numerical simulation example illustrates the obtained theoretical results and allows us to visualize, among other aspects, the insignificant difference in the accuracy of both fusion filters, which means that the distributed filter, although suboptimal, is preferable in practice as it implies a lower computational cost.
Journal Article
Multisensor Estimation Fusion on Statistical Manifold
2022
In the paper, we characterize local estimates from multiple distributed sensors as posterior probability densities, which are assumed to belong to a common parametric family. Adopting the information-geometric viewpoint, we consider such family as a Riemannian manifold endowed with the Fisher metric, and then formulate the fused density as an informative barycenter through minimizing the sum of its geodesic distances to all local posterior densities. Under the assumption of multivariate elliptical distribution (MED), two fusion methods are developed by using the minimal Manhattan distance instead of the geodesic distance on the manifold of MEDs, which both have the same mean estimation fusion, but different covariance estimation fusions. One obtains the fused covariance estimate by a robust fixed point iterative algorithm with theoretical convergence, and the other provides an explicit expression for the fused covariance estimate. At different heavy-tailed levels, the fusion results of two local estimates for a static target display that the two methods achieve a better approximate of the informative barycenter than some existing fusion methods. An application to distributed estimation fusion for dynamic systems with heavy-tailed process and observation noises is provided to demonstrate the performance of the two proposed fusion algorithms.
Journal Article
Distributed Fusion Estimation with Sensor Gain Degradation and Markovian Delays
by
García-Ligero, María Jesús
,
Hermoso-Carazo, Aurora
,
Linares-Pérez, Josefa
in
correlated noises
,
distributed fusion estimation
,
gain degradation
2020
This paper investigates the distributed fusion estimation of a signal for a class of multi-sensor systems with random uncertainties both in the sensor outputs and during the transmission connections. The measured outputs are assumed to be affected by multiplicative noises, which degrade the signal, and delays may occur during transmission. These uncertainties are commonly described by means of independent Bernoulli random variables. In the present paper, the model is generalised in two directions: (i) at each sensor, the degradation in the measurements is modelled by sequences of random variables with arbitrary distribution over the interval [0, 1]; (ii) transmission delays are described using three-state homogeneous Markov chains (Markovian delays), thus modelling dependence at different sampling times. Assuming that the measurement noises are correlated and cross-correlated at both simultaneous and consecutive sampling times, and that the evolution of the signal process is unknown, we address the problem of signal estimation in terms of covariances, using the following distributed fusion method. First, the local filtering and fixed-point smoothing algorithms are obtained by an innovation approach. Then, the corresponding distributed fusion estimators are obtained as a matrix-weighted linear combination of the local ones, using the mean squared error as the criterion of optimality. Finally, the efficiency of the algorithms obtained, measured by estimation error covariance matrices, is shown by a numerical simulation example.
Journal Article
The Distributed and Centralized Fusion Filtering Problems of Tessarine Signals from Multi-Sensor Randomly Delayed and Missing Observations under Tk-Properness Conditions
by
Fernández-Alcalá, Rosa M.
,
Ruiz-Molina, Juan C.
,
Jiménez-López, José D.
in
Algebra
,
Algorithms
,
Communication
2021
This paper addresses the fusion estimation problem in tessarine systems with multi-sensor observations affected by mixed uncertainties when under Tk-properness conditions. Observations from each sensor can be updated, delayed, or contain only noise, and a correlation is assumed between the state and the observation noises. Recursive algorithms for the optimal local linear filter at each sensor as well as both centralized and distributed linear fusion estimators are derived using an innovation approach. The Tk-properness assumption implies a reduction in the dimension of the augmented system, which yields computational savings in the previously mentioned algorithms compared to their counterparts, which are derived from real or widely linear processing. A numerical simulation example illustrates the obtained theoretical results and allows us to visualize, among other aspects, the insignificant difference in the accuracy of both fusion filters, which means that the distributed filter, although suboptimal, is preferable in practice as it implies a lower computational cost.
Journal Article
Intermediate-Variable-Based Distributed Fusion Estimation for Wind Turbine Systems
2022
In wind turbine systems, the state of the generator is always disturbed by various unknown perturbances, which leads to system instability and inaccurate state estimation. In this paper, an intermediate-variable-based distributed fusion estimation method is proposed for the state estimation problem in wind turbine systems. By constructing an augmented state error system and using the idea of bounded recursive optimization, the local estimators and distributed fusion criterion are designed, which can be used to estimate the disturbance signals and system states. Then, the local estimator gains and the distributed weighting fusion matrices are obtained by solving the established convex optimization problems. Furthermore, a compensation strategy is designed by using the estimated disturbance signals, which can potentially reduce the influence of the disturbance signals on the system state. Finally, a numerical simulation is provided to show that the proposed method can effectively improve the accuracy of the estimation of the wind turbine state and disturbance, and the superiority of the proposed method is illustrated as a comparison to the Kalman fusion method.
Journal Article
Distributed Fusion Estimation in Network Systems Subject to Random Delays and Deception Attacks
by
García-Ligero, María Jesús
,
Hermoso-Carazo, Aurora
,
Linares-Pérez, Josefa
in
Algorithms
,
Communication
,
correlated noises
2022
This paper focuses on the distributed fusion estimation problem in which a signal transmitted over wireless sensor networks is subject to deception attacks and random delays. We assume that each sensor can suffer attacks that may corrupt and/or modify the output measurements. In addition, communication failures between sensors and their local processors can delay the receipt of processed measurements. The randomness of attacks and transmission delays is modelled by different Bernoulli random variables with known probabilities of success. According to these characteristics of the sensor networks and assuming that the measurement noises are cross-correlated at the same time step between sensors and are also correlated with the signal at the same and subsequent time steps, we derive a fusion estimation algorithm, including prediction and filtering, using the distributed fusion method. First, for each sensor, the local least-squares linear prediction and filtering algorithm are derived, using a covariance-based approach. Then, the distributed fusion predictor and the corresponding filter are obtained as the matrix-weighted linear combination of corresponding local estimators, checking that the mean squared error is minimised. A simulation example is then given to illustrate the effectiveness of the proposed algorithms.
Journal Article
Globally optimal distributed Kalman filtering fusion
The goal of this paper is to give a survey of the previous works on the globally optimal distributed Kalman filtering fusion with classical and nonclassical dynamic systems. Then, we summarize some of our recent results on nonclassical and unideal dynamic systems, including dynamic systems with feedback and cross-correlated sensor measurement noises, dynamic systems with random parameter matrices, and dynamic systems with out-of-sequence or asynchronous measurements. The global optimality in this paper means that the distributed Kalman filtering fusion is exactly equal to the corresponding centralized optimal Kalman filtering fusion. Therefore, not only all of the proposed fusion algorithms here are distributed, but performance as good as that of the corresponding optimal centralized fusion algorithms is achieved. There also exist many papers for other fusion optimMity (e.g., the optimal convex linear estimation/compression fusion) discussion, which are not involved in this paper.
Journal Article
Parallel Covariance Intersection Fusion Optimal Kalman Filter
2013
For multisensor network systems with unknown cross-covariances, a novel multi-level parallel covariance intersection (PCI) fusion Kalman filter is presented in this paper, which is realized by the multi-level parallel two-sensor covariance intersection (CI) fusers, so it only requires to solve the optimization problems of several one-dimensional nonlinear cost functions in parallel with loss computation burden. It can significantly reduce the computation time and increase data processing rate when the number of sensors is very large. It is proved that the PCI fuser is consistent, and its accuracy is higher than that of each local filter and is lower than that of the optimal Kalman fuser weighted by matrices. The geometric interpretation of accuracy relations based on the covariance ellipses is given. A simulation example for tracking systems verifies the accuracy relations.
Journal Article
Distributed Moving Horizon Fusion Estimation for Nonlinear Constrained Uncertain Systems
by
Wang, Shoudong
,
Xue, Binqiang
in
Algorithms
,
Constraint satisfaction
,
covariance intersection (CI)
2023
This paper studies the state estimation of a class of distributed nonlinear systems. A new robust distributed moving horizon fusion estimation (DMHFE) method is proposed to deal with the norm-bounded uncertainties and guarantee the estimation performance. Based on the given relationship between a state covariance matrix and an error covariance matrix, estimated values of the unknown parameters in the system model can be obtained. Then, a local moving horizon estimation optimization algorithm is constructed by using the measured values of sensor nodes themselves, the measured information of adjacent nodes and the prior state estimates. By solving the above nonlinear optimization problem, a local optimal state estimation is obtained. Next, based on covariance intersection (CI) fusion strategy, the local optimal state estimates sent to the fusion center are fused to derive optimal state estimates. Furthermore, the sufficient conditions for the square convergence of the fusion estimation error norm are given. Finally, a simulation example is employed to demonstrate the effectiveness of the proposed algorithm.
Journal Article
Distributed Multisensor Data Fusion under Unknown Correlation and Data Inconsistency
2017
The paradigm of multisensor data fusion has been evolved from a centralized architecture to a decentralized or distributed architecture along with the advancement in sensor and communication technologies. These days, distributed state estimation and data fusion has been widely explored in diverse fields of engineering and control due to its superior performance over the centralized one in terms of flexibility, robustness to failure and cost effectiveness in infrastructure and communication. However, distributed multisensor data fusion is not without technical challenges to overcome: namely, dealing with cross-correlation and inconsistency among state estimates and sensor data. In this paper, we review the key theories and methodologies of distributed multisensor data fusion available to date with a specific focus on handling unknown correlation and data inconsistency. We aim at providing readers with a unifying view out of individual theories and methodologies by presenting a formal analysis of their implications. Finally, several directions of future research are highlighted.
Journal Article