The Hypothesizing Distributed Kalman Filter

This paper deals with distributed information processing in sensor networks. We propose the Hypothesizing Distributed Kalman Filter that incorporates an assumption of the global measurement model into the distributed estimation process. The procedure is based on the Distributed Kalman Filter and inherits its optimality when the assumption about the global measurement uncertainty is met. Recursive formulas for local processing as well as for fusion are derived. We show that the proposed algorithm yields the same results, no matter whether the measurements are processed locally or globally, even when the process noise is not negligible. For further processing of the estimates, a consistent bound for the error covariance matrix is derived. All derivations and explanations are illustrated by means of a new classification scheme for estimation processes.