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The centralized Kalman filter can be implemented in such a way that the required calculations can be distributed over multiple nodes in a network, each of which processes only the locally acquired sensor data. The main downside of this implementation is that it requires each distributed sensor node to communicate with the fusion center in every time step so as to compute the optimal state estimate...
With the ubiquity of information distributed in networks, performing recursive Bayesian estimation using distributed calculations is becoming more and more important. There are a wide variety of algorithms catering to different applications and requiring different degrees of knowledge about the other nodes involved. One recently developed algorithm is the distributed Kalman filter (DKF), which assumes...
This paper introduces an enhanced method for progressive Bayesian estimation based on a set of deterministic samples. The information of a given measurement is gradually introduced in order to avoid particle degeneration, which is usually encountered in standard particle filters. The main contribution of this paper is to derive a new method for exploiting smoothness assumptions about the unknown underlying...
In this paper, we present a novel approach to optimally fuse estimates in distributed state estimation for linear and nonlinear systems. An optimal fusion requires the knowledge of the correct correlations between locally obtained estimates. The naive and intractable way of calculating the correct correlations would be to exchange information about every processed measurement between all nodes. Instead,...
Since the last years, Graphics Processing Units (GPUs) have massive parallel execution capabilities even for non-graphic related applications. The field of nonlinear state estimation is no exception here. Particle Filters have already been successfully ported to GPUs. In this paper, we propose a GPU-accelerated variant of the Progressive Gaussian Filter (PGF). This allows us to combine the advantages...
This paper describes a method to intelligently schedule a network of multiple RGBD sensors in a Bayesian object tracking scenario, with special focus on Microsoft KinectTM devices. These setups have issues such as the large amount of raw data generated by the sensors and interference caused by overlapping fields of view. The proposed algorithm addresses these issues by selecting and exclusively activating...
We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP) models. GPs are gaining increasing importance in signal processing, machine learning, robotics, and control for representing unknown system functions by posterior probability...
This paper is about the use of symmetric state transformations for multi-target tracking. First, a novel method for obtaining point estimates for multi-target states is proposed. The basic idea is to apply a symmetric state transformation to the original state in order to compute a minimum mean-square-error (MMSE) estimate in a transformed state. By this means, the known shortcomings of MMSE estimates...
Closed-loop model predictive control of nonlinear systems, whose internal states are not completely accessible, incorporates the impact of possible future measurements into the planning process. When planning ahead in time, those measurements are not known, so the closed-loop controller accounts for the expected impact of all potential measurements. We propose a novel conservative closed-loop control...
In distributed sensor networks, computational and energy resources are in general limited. Therefore, an intelligent selection of sensors for measurements is of great importance to ensure both high estimation quality and an extended lifetime of the network. Methods from the theory of model predictive control together with information theoretic measures have been employed to pick sensors yielding measurements...
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