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Distributed Estimation using Bayesian Consensus Filtering

Bandyopadhyay, Saptarshi and Chung, Soon-Jo (2014) Distributed Estimation using Bayesian Consensus Filtering. In: American Control Conference (ACC), 2014. IEEE , New York, NY, pp. 634-641. ISBN 978-1-4799-3272-6.

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We present the Bayesian consensus filter (BCF) for tracking a moving target using a networked group of sensing agents and achieving consensus on the best estimate of the probability distributions of the target’s states. Our BCF framework can incorporate nonlinear target dynamic models, heterogeneous nonlinear measurement models, non-Gaussian uncertainties, and higher-order moments of the locally estimated posterior probability distribution of the target’s states obtained using Bayesian filters. If the agents combine their estimated posterior probability distributions using a logarithmic opinion pool, then the sum of Kullback–Leibler divergences between the consensual probability distribution and the local posterior probability distributions is minimized. Rigorous stability and convergence results for the proposed BCF algorithm with single or multiple consensus loops are presented. Communication of probability distributions and computational methods for implementing the BCF algorithm are discussed along with a numerical example.

Item Type:Book Section
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URLURL TypeDescription Paper
Chung, Soon-Jo0000-0002-6657-3907
Additional Information:© 2014 AACC. Date Added to IEEE Xplore: 21 July 2014. This research was supported by AFOSR grant FA95501210193. An extended version of this paper has been submitted to IEEE Transactions on Automatic Control. ( Last revised 13 Oct 2016. The authors would like to thank F. Hadaegh, D. Bayard, S. Hutchinson, P. Voulgaris, M. Egerstedt, A. Gupta, A. Dani, D. Morgan, S. Sengupta, and A. Olshevsky for stimulating discussions about this paper.
Funding AgencyGrant Number
Air Force Office of Scientific Research (AFOSR)FA95501210193
Record Number:CaltechAUTHORS:20161108-152342060
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Official Citation:S. Bandyopadhyay and S. J. Chung, "Distributed estimation using Bayesian consensus filtering," 2014 American Control Conference, Portland, OR, 2014, pp. 634-641. doi: 10.1109/ACC.2014.6858896
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:71831
Deposited By: Ruth Sustaita
Deposited On:09 Nov 2016 00:10
Last Modified:11 Nov 2021 04:51

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