CRM: Centro De Giorgi
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Cooperative multi agent systems: distributed computation, estimation and control

Distributed Kalman filtering based on consensus strategies

speaker: Ruggero Carli (Department of Information Engineering, Universita` di Padova)

abstract: In this talk, 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 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. 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 showed 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 important scenarios.

Thu 6 Dec, 17:15 - 17:45, Aula Dini
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