Diffusion nonlinear Kalman filter with intermittent observations

Guoqing Wang, Ning Li, Yonggang Zhang · Proceedings of the Institution of Mechanical Engineers Part G Journal of Aerospace Engineering · 2017

In this article, we consider the distributed nonlinear state estimation over sensor networks under the diffusion Kalman filter paradigm, where data only exchanges among the neighbourhoods of sensors. We first obtain a novel nonlinear Kalman filter with intermittent observations based on cubature Kalman filter. After that, its equivalent information filter is derived, and the proposed diffusion cubature Kalman filter with intermittent observations is designed based on this information filter. The effectiveness of proposed algorithms is demonstrated by a typical target tracking example, and our algorithm has similar estimation accuracy when comparing with existing algorithms while consuming less computation and communication resources.

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