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Distributed Kalman filtering based on consensus strategies

Open access
Carli, Ruggero, Chiuso, Alessandro, Schenato, Luca, Zampieri, Sandro·2008·IEEE Journal on Selected Areas in Communications

Abstract

In this paper, we consider the problem of estimating the state of a dynamical system from distributed noisy measurements. Each agent constructs a local estimate based on its own measurements and on the estimates from its neighbors. Estimation is performed via a two stage strategy, the first being a Kalman-like measurement update which does not require communication, and the second being an estimate fusion using a consensus matrix. In particular we study the interaction between the consensus matrix, the number of messages exchanged per sampling time, and the Kalman gain for scalar systems. We prove that optimizing the consensus matrix for fastest convergence and using the centralized optimal gain is not necessarily the optimal strategy if the number of exchanged messages per sampling time is small. Moreover, we show that although the joint optimization of the consensus matrix and the Kalman gain is in general a non-convex problem, it is possible to compute them under some relevant scenarios. We also provide some numerical examples to clarify some of the analytical results and compare them with alternative estimation strategies.

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Metadata

Authors
Carli, R., Chiuso, A., Schenato, L., & Zampieri, S.
Venue
IEEE Journal on Selected Areas in Communications
Published
2008-05
Volume
26
Issue
4
Pages
622-633
ISSN
0733-8716 (ISSN-L)
OpenAlex
W2098865243
Cited by
511
References
41
FWCI
42.25
Type
journal article
Language
en
Open access
green

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CoChat. (2026). Citation check: Distributed Kalman filtering based on consensus strategies. https://app.cochat.ai/papers/10.1109/jsac.2008.080505
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Carli, R., Chiuso, A., Schenato, L., & Zampieri, S. (2008). Distributed Kalman filtering based on consensus strategies. IEEE Journal on Selected Areas in Communications. https://doi.org/10.1109/jsac.2008.080505

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