Design of Adaptive Kalman Consensus Filters (a-KCF)
نویسندگان
چکیده
This paper addresses the problem of designing an adaptive Kalman consensus filter (a-KCF) which embedded in multiple mobile agents that are distributed a 2D domain. The role such filters is to provide estimation states dynamic linear system through communication over wireless sensor network. It assumed each sensing device (embedded agent) provides partial state measurements and transmits information its instant neighbors topology. An algorithm then adopted enforce agreement on estimates among all connected agents. basis a-KCF design derived from classic filtering theorem; adaptation gain for local disagreement terms improves convergence associated difference between actual system, reducing it zero with appropriate norms. Simulation results testing performance confirm validation our design.
منابع مشابه
Adaptive design of digital filters
In this paper, we present a novel technique for the design of FIR and IIR digital filters. The design approach begins with the specification of a discrete set of arbitrary magnitude and phase characteristics which describe a desired filter response. These frequency domain characteristics are used to create an ideal 'pseudo-filter' whose impulse response is unknown and possibly non-causal, but w...
متن کاملKalman Filters
The Kalman Filter is a statistical method that involves an algorithm which provides an efficient recursive approach to estimatating the states of a process by minimizing the mean of the squared error. The filter is a powerful tool in statistical signal processing that allows for acurate estimations of past, present and future states, even with an incomplete or imprecise system model.
متن کاملAdaptive error covariances estimation methods for ensemble Kalman filters
This paper presents a computationally fast algorithm for estimating, both, the system and observation noise covariances of nonlinear dynamics, that can be used in an Ensemble Kalman Filtering framework. The new method is a modification of Belanger’s recursive method, to avoid an expensive computational cost in inverting error covariance matrices of product of innovation processes of different l...
متن کاملKalman Filters and Adaptive Windows for Learning in Data Streams
We study the combination of Kalman filter and a recently proposed algorithm for dynamically maintaining a sliding window, for learning from streams of examples. We integrate this idea into two wellknown learning algorithms, the Näıve Bayes algorithm and the k-means clusterer. We show on synthetic data that the new algorithms do never worse, and in some cases much better, than the algorithms usi...
متن کاملA New Adaptive Extended Kalman Filter for a Class of Nonlinear Systems
This paper proposes a new adaptive extended Kalman filter (AEKF) for a class of nonlinear systems perturbed by noise which is not necessarily additive. The proposed filter is adaptive against the uncertainty in the process and measurement noise covariances. This is accomplished by deriving two recursive updating rules for the noise covariances, these rules are easy to implement and reduce the n...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Signals
سال: 2023
ISSN: ['2624-6120']
DOI: https://doi.org/10.3390/signals4030033