Damian Marelli

Tianju Sui, Damian Marelli, Ximing Sun et al.

This paper focuses on a networked state estimation problem for a spatially large linear system with a distributed array of sensors, each of which offers partial state measurements, and the transmission is lossy. We propose a measurement coding scheme with two goals. Firstly, it permits adjusting the communication requirements by controlling the dimension of the vector transmitted by each sensor to the central estimator. Secondly, for a given communication requirement, the scheme is optimal, within the family of linear causal coders, in the sense that the weakest channel condition is required to guarantee the stability of the estimator. For this coding scheme, we derive the minimum mean-square error (MMSE) state estimator, and state a necessary and sufficient condition with a trivial gap, for its stability. We also derive a sufficient but easily verifiable stability condition, and quantify the advantage offered by the proposed coding scheme. Finally, simulations results are presented to confirm our claims.

Damian Marelli, Mohsen Zamani, Minyue Fu

This paper is concerned with the problem of distributed Kalman filtering in a network of interconnected subsystems with distributed control protocols. We consider networks, which can be either homogeneous or heterogeneous, of linear time-invariant subsystems, given in the state-space form. We propose a distributed Kalman filtering scheme for this setup. The proposed method provides, at each node, an estimation of the state parameter, only based on locally available measurements and those from the neighbor nodes. The special feature of this method is that it exploits the particular structure of the considered network to obtain an estimate using only one prediction/update step at each time step. We show that the estimate produced by the proposed method asymptotically approaches that of the centralized Kalman filter, i.e., the optimal one with global knowledge of all network parameters, and we are able to bound the convergence rate. Moreover, if the initial states of all subsystems are mutually uncorrelated, the estimates of these two schemes are identical at each time step.