Distributed Estimation Problem Research Articles

Finite-time cooperative tracking for high-maneuvering aerial target with sensor network

The finite-time distributed state estimation (DSE) problems based on sensor network for discrete-time nonlinear systems are considered in this paper. Considering the uncertainty of the target maneuvers, the interactive multiple models (IMM) based distributed estimation framework is established by local filter and consensus fusion. In the proposed distributed algorithm, partial of the output of the system can be collected by some sensors and the sensor network is supposed to be collectively observable. According to the consensus protocol, the final estimate results are obtained by fusing local estimate results of each sensor after the consensus fusion stage. The distributed estimate results can be obtained with finite-time when the consensus fusion step is larger than the diameter of the network, and the convergence rate of estimate error of the proposed distributed estimate algorithm can be guaranteed. Besides, the existence of the lower and upper bounds of the error covariance matrix are proved with some necessary assumptions. Finally, numerical simulation example is given for tracking the target with different maneuvers.

Stealthy attacks against distributed state estimation of stochastic multi-agent systems under composite attack detection mechanisms

This paper is concerned with the security problem of distributed state estimation for stochastic multi-agent systems (MASs) under directed topology. First, in the absence of attacks, an optimal distributed filter is proposed to reconstruct the states of MASs by minimizing the mean square error, which makes full use of the measurable local output information and relative state estimates of agents. Moreover, instead of using a single detection mechanism to measure the stealthiness of attacks, based on the structure of the derived filter, a composite attack detection mechanism capable of simultaneously detecting anomalies in the sensor channels of the agents themselves and the network topologies between different agents is utilized in this paper. Then, from the perspective of potential adversaries, two stealthy attack strategies are established through a joint design of sensor and topology attacks, enabling attackers to fulfill diverse attack objectives while evading the given composite detection mechanisms. Finally, simulation results are provided to verify the availability of the designed filter and attack generation schemes.

Distributed consensus filtering in sensor networks considering correlated estimation errors

This paper focuses on the distributed state estimation (DSE) problem in sensor networks through the application of a consensus-based methodology. In practical scenarios, the estimation errors within the sensor network exhibit inherent correlation, primarily arising from the consideration of same prior estimate and process noise in a distributed estimation system. However, prevailing distributed approaches, particularly those embedded within consensus-based DSE frameworks, simply assume independence among estimation errors or utilize a suboptimal strategy that neglect cross-covariance matrix, which may lead to a degraded estimation results. To address this limitation, we propose the fusion algorithm Weighted Average Consensus considering Correlated Estimates Errors, abbreviated as WACCEE. The algorithm improves DSE performance by integrating the correlation among local estimation errors as indicated by the cross-covariance matrix into the fusion process. Furthermore, we prove that the proposed WACCEE fusion algorithm exhibits consensus. Additionally, the stability of the WACCEE filters is guaranteed through an analysis of mean-square exponential boundedness of the estimation error using stochastic stability theory. Finally, the effectiveness of the proposed algorithm substantiated by its application to a target tracking case study and a connected undirected sensor network.

Distributed event-triggered estimation for dynamic average consensus: A perturbation-injected privacy-preservation scheme

Previous studies on the distributed estimation problem for dynamic average consensus of multi-agent networks are usually based on the assumption that each agent continuously and honestly shares information with its neighbors. To relax this assumption, this paper focuses on the distributed event-triggered private estimation problem. By injecting random perturbations into the original reference signal, an adaptive robust distributed privacy-preserving event-triggered estimation algorithm is proposed. With the proposed algorithm, the convergence of the estimation error is guaranteed under intermittent communication, while protecting the private reference signal information from disclosure. To determine the timing for communication, an adaptive distributed dynamic triggering mechanism with a dynamically updated internal triggering variable is designed. In addition, a dynamically updated adaptive gain instead of a static gain is employed in the estimation algorithm and triggering mechanism to eliminate the dependence on some global information. Finally, numerical simulation results are presented to illustrate the validity of the theoretical results.

Tailoring Gradient Methods for Differentially Private Distributed Optimization

Decentralized optimization is gaining increased traction due to its widespread applications in large-scale machine learning and multi-agent systems. The same mechanism that enables its success, i.e., information sharing among participating agents, however, also leads to the disclosure of individual agents' private information, which is unacceptable when sensitive data are involved. As differential privacy is becoming a de facto standard for privacy preservation, recently results have emerged integrating differential privacy with distributed optimization. However, directly incorporating differential privacy design in existing distributed optimization approaches significantly compromises optimization accuracy. In this paper, we propose to redesign and tailor gradient methods for differentially-private distributed optimization, and propose two differential-privacy oriented gradient methods that can ensure both rigorous <inline-formula xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"><tex-math notation="LaTeX">$\epsilon$</tex-math></inline-formula> -differential privacy and optimality. The first algorithm is based on static-consensus based gradient methods, and the second algorithm is based on dynamic-consensus (gradient-tracking) based distributed optimization methods and, hence, is applicable to general directed interaction graph topologies. Both algorithms can simultaneously ensure almost sure convergence to an optimal solution and a finite privacy budget, even when the number of iterations goes to infinity. To our knowledge, this is the first time that both goals are achieved simultaneously. Numerical simulations using a distributed estimation problem and experimental results on a benchmark dataset confirm the effectiveness of the proposed approaches.

Collaborative Parameter Estimation of Multiple Unmanned Surface Vessels: A Robust Distributed Estimator-Based Approach

In this paper, the collaborative parameter estimation of multiple unmanned surface vessels (USVs) with model structure uncertainties is studied. The considered parameter estimation problem is first converted into a distributed state and parameter joint estimation problem. Then, the robust distributed estimator is constructed to handle the inevitable model structure uncertainties, and the upper bounds of prediction and estimation error covariance matrices are derived respectively. Additionally, the upper bound of the estimation error covariance matrix is minimized by designing appropriate estimator gains. Finally, the advantages of the proposed distributed parameter estimation approach from the perspectives of information interaction and consideration of model structure uncertainties are verified via simulations and practical experiments.

Distributed State Estimation Under Jointly Connected Switching Networks: Continuous-Time Linear Systems and Discrete-Time Linear Systems

In this paper, we address the distributed state estimation problem for both continuous-time linear time-invariant (LTI) systems and discrete-time LTI systems under switching networks. The observed system is jointly observable, i.e., each agent can only access a part of the measurement output of the observed system and cannot recover the full state by itself. The full state estimation has to be achieved by network communication of neighboring agents. In contrast to existing works, the salient feature of this work is that the developed approach can deal with the jointly connected switching network and thus is more resilient to unreliable communication. First, we propose a new observability decomposition method for linear systems in modal canonical form. Then, we design distributed observers for both the continuous-time and the discrete-time system. Based on the common Lyapunov function approach, we show that the switched estimation error system is asymptotically stable and thus, the full state estimation can be achieved under jointly connected switching networks.

Distributed order estimation for continuous-time stochastic systems

In this paper, we investigate the distributed estimation problem of continuous-time stochastic dynamic systems over sensor networks when both the system order and parameters are unknown. We propose a local information criterion (LIC) based on the L0\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$L_0$$\\end{document} penalty term. By minimizing LIC at the diffusion time instant and utilizing the continuous-time diffusion least squares algorithm, we obtain a distributed estimation algorithm to simultaneously estimate the unknown order and the parameters of the system. By dealing with the effect of the system noises and the coupling relationship between estimation of system orders and parameters, we establish the almost sure convergence results of the proposed distributed estimation algorithm. Furthermore, we give a simulation example to verify the effectiveness of the distributed algorithm in estimating the system order and parameters.

Event-Based Distributed Set-Membership Estimation for Complex Networks Under Deception Attacks

This paper addresses the problem of event-based distributed set-membership estimation for complex networks with unknown but bounded (UBB) disturbances. To reflect the compromised data transmissions in cyber security, deception attacks are taken into consideration. Meanwhile, a novel estimation model is proposed against UBB disturbances. In order to schedule the signal transmissions between nodes and remote estimators, a novel decentralized dynamic periodic event-triggered mechanism (DPETM) with a time-varying threshold is developed for each node of the complex networks, which reduces the waste of communication resources and the complexity of computation. Thereafter, a series of distributed set-membership estimators are designed, whose parameters are explicitly determined in terms of the resolution of a particular linear matrix inequality (LMI) related to the information of the communication topology. An optimized ellipsoid estimation set is obtained by applying a recursive optimization algorithm. Finally, the simulation results are shown to demonstrate the viability of the proposed method. <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Note to Practitioners</i> —This paper is motivated by set-membership state estimation problem of complex networks in practical missions, such as military, environment, industry, etc. The set-membership estimation of complex networks provides a reliable confidence region for each system node. Event-triggered control is an effective method for the design of set-membership estimator. But the common results require the systems to monitor the measurements point-to-point, which leads to the huge consumption of calculation and communication resources. For this reason, this paper originally extends the DPETM to the discrete-time version from the field of continuous-time systems. Meanwhile, this paper considers the deception attacks in communication channels, and the generic framework established earlier can tackle simultaneously sector-bounded nonlinearity, UBB disturbances, and deception attacks. The main difficulty of this paper lies in the analysis for the sawtooth constraint of periodic samplings. For this difficulty, we introduce a piecewise auxiliary function, which is similar with the loop-function in the field of continuous-time systems. Together with recursive optimization algorithm, the detailed analysis method is proposed for the reliable confidence regions of each set-membership estimator.

Distributed State Estimation for Linear Systems in Networks With Antagonistic Interactions.

This article deals with the distributed state estimation problem for linear systems in networks with cooperative interactions and antagonistic interactions, where the cooperative interactions and the antagonistic interactions are characterized by the positive weights and the negative weights, respectively. Due to the coexistence of the cooperative interactions and the antagonistic interactions, the existing methods based on the non-negatively weighted graph become not applicable. First, a partition method of the nodes and a decomposition form of the system matrices are introduced. Then a new form of distributed observers is proposed in the network with cooperative interactions and antagonistic interactions. Necessary and sufficient conditions, which guarantee the existence of proposed distributed observers, are presented. In particular, when the communication network is cooperative, the proposed method is suitable for two cases, that is, the nodes in each independent strongly connected component are jointly detectable, or each node is jointly detectable with its neighbors. Finally, three examples are simulated to illustrate the effectiveness of the proposed methods.

Split-spectrum based distributed state estimation for linear systems

This paper studies a distributed state estimation problem for both continuous- and discrete-time linear systems. A simply structured distributed estimator {comprising interconnected local estimators} is first described for estimating the state of a continuous and multi-channel linear system whose sensed outputs are distributed across a fixed multi-agent network. The estimator is then extended to non-stationary networks whose graphs switch according to a switching signal. The estimator is guaranteed to solve the problem, provided a network-widely shared high gain condition achieving a form of spectrum separation is satisfied. As an alternative to sharing a common gain across the network, a fully distributed version of the estimator is also studied in which each agent adaptively adjusts a local gain, though the practicality of this approach is subject to a robustness issue common to adaptive control. A discrete-time version of the distributed state estimation problem is also studied, and a corresponding estimator based again on spectrum separation, but not high gain, is proposed for time-varying networks. For each scenario, it is explained how to construct the estimator so that the state estimation errors in the local estimators all converge to zero exponentially fast at a fixed but arbitrarily chosen rate, provided the network’s graph is strongly connected for all time. The proposed estimators are inherently resilient to abrupt changes in the number of agents and communication links in the inter-agent communication graph upon which the algorithms depend, provided the network is redundantly strongly connected and redundantly jointly observable.

Covariance intersection based event-triggered distributed state estimation under channel independent DoS attacks

This paper investigates the event-triggered distributed state estimation problem for a class of discrete time-varying systems in the presence of denial-of-service (DoS) attacks, where each sensor node selectively shares its local information with neighbors. In contrast to the previous studies where the DoS attacks are considered on sensor-to-filter channels, we deal with the situation that DoS attacks jam each filter-to-filter communication channel independently. To reduce the communication rate and save network resources, a novel event-triggered communication strategy is presented that takes into account the impact of DoS attacks and is specialized for each communication channel. Based on the covariance intersection fusion rule and weight rearrangement method, a distributed state estimation algorithm is proposed. Further, the consistency of estimates and mean-square boundedness of estimation errors are proved under system collective observability and some other mild assumptions. Lastly, a numerical simulation is conducted to demonstrate the developed results and the effectiveness of the proposed algorithm.

Towards invariant extended Kalman filter-based resilient distributed state estimation for moving robots over mobile sensor networks under deception attacks

This paper studies the resilient distributed state estimation problem for moving robots over wireless sensor networks (WSNs) under deception attacks. The state of a moving robot consists of its position and orientation, evolving according to a nonlinear motion model, and the WSNs are mobile. These settings make the problem more challenging than most existing researches on the resilient distributed state estimation which recover stationary or linear states by static WSNs. To achieve the resilient distributed state estimation for the robot over a mobile sensor network (MSN), we propose a novel invariant extended Kalman filter-based resilient distributed state estimation approach. Specifically, based on the mappings between a Lie group and its Lie algebra, we first define a new type of estimation errors and linearize it. Utilizing the linearization results, the calculation of the current prior estimate based on the last posterior one is achieved by each sensor, which avoids the estimation biases induced by the computation of Jacobian matrices. Then, sensors in the MSN fuse the local prior estimates of their neighbors according to the covariance intersection fusion rule, obtaining more accurate estimates than their local prior ones. Finally, measurements collected by the sensors are used to correct the estimates. In the correction process, an adaptive gain is designed for each sensor to restrict the negative effects of the attacks on the estimates, which is crucial for the accomplishment of the resilient estimation task. We illustrate the performance of the approach by convergence analysis of the estimation errors based on the boundedness of the covariance matrix estimates computed in the state estimation process and verify it by simulation and experimental results.

Distributed Exponential State Estimation for Discrete-Time Linear Systems Over Jointly Connected Switching Networks

The existing results on distributed state estimation problems for discrete-time linear systems were obtained over connected static networks, or every-time connected switching networks by a two-time-scale design. This paper further studies the same problem over jointly connected switching networks which can be disconnected at every time instant by a single-time-scale distributed design. Since the existing distributed designs critically rely on the connectedness assumption on the networks and thus may not apply to jointly connected switching networks, we have to modify the local observers and develop a novel approach which makes use of the uniform complete observability property for a discrete-time time-varying system. Additionally, we establish two exponential stability results for two classes of discrete-time switched systems, which may be of independent interest.

Distributed exponential state estimation of linear systems over jointly connected switching networks

Recently, the distributed state estimation problem for continuous-time linear systems over jointly connected switching networks was solved. Due to the use of the generalized Barbalat’s Lemma, it can only show that the estimation errors asymptotically converge to the origin. By a completely different approach, this paper further studies the distributed state estimation problem with two new features. First, the asymptotic convergence is strengthened to the exponential convergence. This strengthened result not only offers a guaranteed convergence rate, but also renders the error system total stability and thus the capability to withstand small disturbances. Second, the coupling gains of our local observers can be different from each other and thus offers greater design flexibility, while the coupling gains in the existing result were required to be identical. These two new features are achieved by establishing exponential stability for two classes of linear time-varying systems, which may have other applications.

Distributed observer for LTI systems under stochastic impulsive sequential attacks

In this paper, we consider the distributed state estimation problem of continuous-time linear time-invariant (LTI) systems, where communication channels are attacked by stochastic impulsive sequences. In a networked system, the communication channel between an agent and its neighbor is vulnerable to being attacked. Continuous attacks have been widely studied so far, but with the development of attack techniques, intermittent attacks have been emerging, which are more difficult to be identified and detected, and have not been well portrayed and studied. Therefore, this paper investigates a random intermittent injection attack, which leads to abrupt and random changes of the state information transmitted by the neighbors. First, this attack is modeled as a stochastic impulsive sequential attack, where both its impulsive time and impulsive intensity are random. Then a distributed observer under stochastic impulsive sequential attack is proposed. Since the impulsive attack destroys the stability of the system, in order to attenuate the impact of the impulsive attack, a large feedback gain is necessary. By using the graph theory, matrix theory and stochastic analysis, sufficient conditions for the existence of the distributed observer in the sense of mean square and in the sense of almost sure are presented, respectively. Finally, the effectiveness of the proposed distributed observer is verified by numerical simulations.

Study on mission planning algorithm for multi-target passive tracking based on satellite formation

Mission planning for Space Situational Awareness (SSA) is challenging when only passive optical sensors are available to observe the targets. In this study, a mission-planning algorithm using a passive optical sensor for multi-target tracking in high altitude orbits based on microsatellite formation was developed, and a two-layer iterative consensus-based auction algorithm was designed to solve the optimization problem with requirements and constraints. First, orbit estimation was formulated using the perturbed dynamics and the line-of-sight angle measurement model. Second, distributed multi-target tracking tasks, including tasking metrics and observation constraints, were constructed for planning. Then, a two-layer iterative consensus-based auction algorithm was developed to solve the mission planning and conflict problem of multi-target tracking using multiple satellites. The only requirement for the algorithm was information exchange between neighboring observers, which encompasses the limitations of centralized planning and facilitates the execution of tasks more efficiently and flexibly. In addition, an event-triggered collaborative filtering approach suitable for this scenario was proposed to solve the distributed estimation problem of measurement asynchrony in epoch and frequency from different observers. Finally, numerical simulations were conducted under different conditions to verify the feasibility of the proposed method.

Partition‐based distributed extended Kalman filter for large‐scale nonlinear processes with application to chemical and wastewater treatment processes

AbstractIn this article, we address a partition‐based distributed state estimation problem for large‐scale general nonlinear processes by proposing a Kalman‐based approach. First, we formulate a linear full‐information estimation design within a distributed framework as the basis for developing our approach. Second, the analytical solution to the local optimization problems associated with the formulated distributed full‐information design is established, in the form of a recursive distributed Kalman filter algorithm. Then, the linear distributed Kalman filter is extended to the nonlinear context by incorporating successive linearization of nonlinear subsystem models, and the proposed distributed extended Kalman filter approach is formulated. We conduct rigorous analysis and prove the stability of the estimation error dynamics provided by the proposed method for general nonlinear processes consisting of interconnected subsystems. A chemical process example is used to illustrate the effectiveness of the proposed method and to justify the validity of the theoretical findings. In addition, the proposed method is applied to a wastewater treatment process for estimating the full‐state of the process with 145 state variables.

A diffusion bias-compensated LMS algorithm for distributed estimation with ARMAX models

In this paper, we study the distributed estimation problem with colored noise over adaptive networks. The nodes estimate and track an identical parameter vector in the network. The colored noise is described by a finite impulse response (FIR) model with an unknown variance, and thus leads to a bias in the diffusion least squares algorithm. Accordingly, we propose a diffusion bias-compensated LMS algorithm to deal with this situation. The performance of the proposed algorithm is analyzed, which shows that it can achieve the mean-square stability on the condition that the step size is sufficiently small. Furthermore, we obtain the corresponding closed mean-square deviation containing the white noise variance. Finally, the given simulations show the effectiveness of our proposed algorithm.

Optimal Distributed Finite-Time Fusion Method for Multi-Sensor Networks under Dynamic Communication Weight.

Aiming at the problem of distributed state estimation in sensor networks, a novel optimal distributed finite-time fusion filtering method based on dynamic communication weights has been developed. To tackle the fusion errors caused by incomplete node information in distributed sensor networks, the concept of limited iterations of global information aggregation was introduced, namely, fast finite-time convergence techniques. Firstly, a local filtering algorithm architecture was constructed to achieve fusion error convergence within a limited number of iterations. The maximum number of iterations was derived to be the diameter of the communication topology graph in the sensor network. Based on this, the matrix weight fusion was used to combine the local filtering results, thereby achieving optimal estimation in terms of minimum variance. Next, by introducing the generalized information quality (GIQ) calculation method and associating it with the local fusion result bias, the relative communication weights were obtained and embedded in the fusion algorithm. Finally, the effectiveness and feasibility of the proposed algorithm were validated through numerical simulations and experimental tests.