Distributed minimum error entropy with fiducial points Kalman filter for state tracking.

Abstract

With the growing size of the system, this distributed Kalman filter (DKF) is widely used in multi-sensor networks. However, it is difficult for DKF to accurately estimate state values in non-Gaussian noise environments. In this paper, a regression equation is first constructed to contain all sensor node information. Then, by bringing the minimum error entropy with fiducial points (MEEF) standard into the process of information fusion, a robust algorithm named centralized MEEF KF (CMEEF-KF) is presented, which is robust to non-Gaussian noise and unusual data. Furthermore, to overcome the communication burden of CMEEF-KF in sensor networks, the distributed MEEF-KF (DMEEF-KF) is developed, which construct a framework of consensus average method for node information fusion. Specifically, each sensor only exchanges the key information with its neighborhoods. In addition, in order to make the algorithm able to cope with the nonlinear state estimation problem, the distributed MEEF extended Kalman filter is also proposed. Eventually, the effectiveness of the suggested algorithms is demonstrated by land vehicle navigation and power system tracking state estimation using a 10-node sensor network.