A distributed consensus plus innovation particle filter for networks with communication constraints

Motivated by the problem of distributed signal processing in sensor networks, the paper considers the general problem of state estimation in geographically dispersed systems with nonlinear dynamics operating in an uncertain environment with communication constraints. Distributed particle filter implementations used as nonlinear state estimators introduce an additional consensus step, which must converge to achieve consistent values for local estimators´ statistics in between two consecutive filter iterations. The number of consensus iterations per consensus run is high such that the consensus step may not converge in between two filter iterations especially in networks with intermittent connectivity. To reduce the consensus liability, we propose a consensus plus innovation based distributed implementation of the unscented particle filter (CI/DUPF), which extends the linear consensus and innovation framework to nonlinear distributed estimation. The CI/DUPF does not require the consensus step to converge and is suited for environments with intermittent connectivity. In our Monte Carlo simulations, the performance of the CI/DUPF follows that of its centralized counterpart even with a limited number of consensus iterations per consensus run.