Distributed Kalman filtering based on quantized innovations
Eric J. Msechu, Alejandro Ribeiro, Stergios I. Roumeliotis, Georgios B. Giannakis · IEEE International Conference on Acoustics Speech and Signal Processing · 2008
We consider state estimation of a Markov stochastic process using an ad hoc wireless sensor network (WSN) based on noisy linear observations. Due to power and bandwidth constraints present in resource- limited WSNs, the observations are quantized before transmission. We derive a distributed recursive mean-square error (MSE) optimal quantizer-estimator based on the quantized observations. The resultant Kalman-like algorithm based on quantized observations exhibits MSE performance and computational complexity comparable to the Kalman filter based on un-quantized observations even for 2-3 bits of quantization per observation.