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Partial Diffusion Kalman Filtering for Distributed State Estimation in Multiagent Networks.

Vahid Vahidpour, Amir Rastegarnia, Azam Khalili

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    This study introduces a partial-diffusion Kalman filtering (PDKF) algorithm for distributed state estimation in multiagent networks. The PDKF algorithm efficiently reduces communication costs while ensuring stable and convergent estimation performance.

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    Area of Science:

    • Control Systems Engineering
    • Networked Systems
    • Distributed Computing

    Background:

    • State estimation in multiagent networks is crucial for distributed learning.
    • Limited communication resources pose a significant challenge in these networks.
    • Existing methods may not be optimal under communication constraints.

    Purpose of the Study:

    • To develop a fully distributed state estimation algorithm for multiagent networks with limited communication.
    • To introduce the partial-diffusion Kalman filtering (PDKF) algorithm.
    • To analyze the performance and stability of the proposed PDKF algorithm.

    Main Methods:

    • Development of the partial-diffusion Kalman filtering (PDKF) algorithm.
    • Agents share only a subset of intermediate estimate vectors.
    • Theoretical analysis of algorithm stability and convergence (mean and mean-square).
    • Derivation of a closed-form expression for steady-state mean-square deviation.

    Main Results:

    • The PDKF algorithm is proven to be stable and convergent in both mean and mean-square senses.
    • A closed-form expression for the steady-state mean-square deviation is derived.
    • Numerical examples demonstrate the algorithm's effectiveness.
    • The PDKF algorithm offers a beneficial trade-off between estimation performance and communication cost.

    Conclusions:

    • The partial-diffusion Kalman filtering (PDKF) algorithm provides an effective solution for distributed state estimation in communication-constrained multiagent networks.
    • The algorithm achieves stability and convergence while significantly reducing communication overhead.
    • PDKF presents a valuable approach for optimizing resource utilization in networked systems.