NDLI: Distributed estimation through randomized gossip Kalman filter

Content Provider	IEEE Xplore Digital Library
Author	Del Favero, S. Zampieri, S.
Copyright Year	2009
Description	Author affiliation: Dept. of Information Eng., Univ. of Padova, Via Gradenigo 9/B, 35131, Italy (Del Favero, S.; Zampieri, S.)
Abstract	In this paper we consider the problem of estimating a random process from noisy measurements, collected by a sensor network. We analyze a distributed two-stage algorithm. The first stage is a Kalman-like estimate update, in which each agent makes use only of its own measurements. During the second phase agents communicate with their neighbors to improve their estimate. Estimate fusion is operated by running a consensus iteration. In literature it has been considered only the case of a fixed communication strategies, i.e. described by a fixed constant consensus matrix. However, in many practical cases this is just a rough model of communications in a sensor network, that usually happen according to a randomized strategy. This strategy is more properly modeled by assuming that the consensus matrices are drawn, according to a selection probability, from an alphabet of matrices compatible with the communication graph, at each time instant. This work deals therefore with randomized communication strategies and in particular with the symmetric gossip. A mean square performance analysis is carried out and an upper-bound for the trace of the estimation error variance is derived. The proposed upper-bound has to be considered the main technical contribution of the present paper, since it is based on a highly non-trivial inequality on matrix singular values, proved in the appendix. This upper-bound is a good performance assessment index and it is assumed therefore as a cost function to be minimized. We show moreover that problem of minimizing this cost function by choosing the Kalman gain and the selection probability is convex in each of the two variables separately although it is not jointly convex. Finally simulations are presented and the results discussed.
Starting Page	7049
Ending Page	7054
File Size	668014
Page Count	6
File Format	PDF
ISBN	9781424438716
ISSN	01912216
DOI	10.1109/CDC.2009.5400905
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2009-12-15
Publisher Place	China
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Symmetric matrices Phase estimation Random processes Algorithm design and analysis Kalman filters Protocols Broadcasting Cost function State estimation Performance analysis
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
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9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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