Search

Localization is the key component to the successful application of ensemble data assimilation (DA) to high-dimensional problems in the geosciences. We study the impact of sampling error and its amelioration through localization using both analytical development and numerical experiments. Specifically, we show how sampling error in covariance estimates accumulates and spreads throughout the entire domain during the computation of the Kalman gain. This results in a bias, which is the dominant issue in unlocalized ensemble DA, and, surprisingly, we find that it depends directly on the number of independent observations but only indirectly on the state dimension. Our derivations and experiments further make it clear that an important aspect of localization is a significant reduction of bias in the Kalman gain, which in turn leads to an increased accuracy of ensemble DA. We illustrate our findings on a variety of simplified linear and nonlinear test problems, including a cycling ensemble Kalman filter applied to the Lorenz-96 model. Significance Statement: The dampening of long-range correlations has been the key to the success of ensemble data assimilation in global numerical weather prediction. In this paper, we show how noise in covariance estimates propagates through the state estimation process and corrupts state estimates. We show that this noise results in a bias and that this bias depends on the number of observations and not, as might be expected, on the state dimension. We go on to show how dampening long-range covariances through a process referred to as "localization" helps to mitigate the detrimental effects of this sampling noise. [ABSTRACT FROM AUTHOR]

For data assimilation to provide faithful state estimates for dynamical models, specifications of observation uncertainty need to be as accurate as possible. Innovation-based methods based on Desroziers diagnostics, are commonly used to estimate observation uncertainty, but such methods can depend greatly on the prescribed background uncertainty. For ensemble data assimilation, this uncertainty comes from statistics calculated from ensemble forecasts, which require inflation and localization to address under sampling. In this work, we use an ensemble Kalman filter (EnKF) with a low-dimensional Lorenz model to investigate the interplay between the Desroziers method and inflation. Two inflation techniques are used for this purpose: 1) a rigorously tuned fixed multiplicative scheme and 2) an adaptive state-space scheme. We document how inaccuracies in observation uncertainty affect errors in EnKF posteriors and study the combined impacts of misspecified initial observation uncertainty, sampling error, and model error on Desroziers estimates. We find that whether observation uncertainty is over- or underestimated greatly affects the stability of data assimilation and the accuracy of Desroziers estimates and that preference should be given to initial overestimates. Inline estimates of Desroziers tend to remove the dependence between ensemble spread–skill and the initially prescribed observation error. In addition, we find that the inclusion of model error introduces spurious correlations in observation uncertainty estimates. Further, we note that the adaptive inflation scheme is less robust than fixed inflation at mitigating multiple sources of error. Last, sampling error strongly exacerbates existing sources of error and greatly degrades EnKF estimates, which translates into biased Desroziers estimates of observation error covariance. Significance Statement: To generate accurate predictions of various components of the Earth system, numerical models require an accurate specification of state variables at our current time. This step adopts a probabilistic consideration of our current state estimate versus information provided from environmental measurements of the true state. Various strategies exist for estimating uncertainty in observations within this framework, but are sensitive to a host of assumptions, which are investigated in this study. [ABSTRACT FROM AUTHOR]

Covariance localization has been the key to the success of ensemble data assimilation in high dimensional problems, especially in global numerical weather prediction. We review and synthesize optimal and adaptive localization methods that are rooted in sampling error theory and that are defined by optimality criteria, e.g., minimizing errors in forecast covariances or in the Kalman gain. As an immediate result, we note that all optimal localization methods follow a universal law and are indeed quite similar. We confirm the similarity of the various schemes in idealized numerical experiments, where we observe that all localization schemes we test—optimal and nonadaptive schemes—perform quite similarly in a wide array of problems. We explain this perhaps surprising finding with mathematical rigor on an idealized class of problems, first put forward by Bickel and others to study the collapse of particle filters. In combination, the numerical experiments and the theory show that the most important attribute of a localization scheme is the well-known property that one should dampen spurious long-range correlations. The details of the correlation structure, and whether or not these details are used to construct the localization, have a much smaller effect on posterior state errors. Significance Statement: Covariance localization has been the key to the success of ensemble data assimilation (DA) in global numerical weather prediction. In this paper, we synthesize a large body of literature on optimal localization and then report and explain a number of surprising observations. [ABSTRACT FROM AUTHOR]

Particle filters avoid parametric estimates for Bayesian posterior densities, which alleviates Gaussian assumptions in nonlinear regimes. These methods, however, are more sensitive to sampling errors than Gaussian-based techniques such as ensemble Kalman filters. A recent study by the authors introduced an iterative strategy for particle filters that match posterior moments—where iterations improve the filter's ability to draw samples from non-Gaussian posterior densities. The iterations follow from a factorization of particle weights, providing a natural framework for combining particle filters with alternative filters to mitigate the impact of sampling errors. The current study introduces a novel approach to forming an adaptive hybrid data assimilation methodology, exploiting the theoretical strengths of nonparametric and parametric filters. At each data assimilation cycle, the iterative particle filter performs a sequence of updates while the prior sample distribution is non-Gaussian, then an ensemble Kalman filter provides the final adjustment when Gaussian distributions for marginal quantities are detected. The method employs the Shapiro–Wilk test to determine when to make the transition between filter algorithms, which has outstanding power for detecting departures from normality. Experiments using low-dimensional models demonstrate that the approach has a significant value, especially for nonhomogeneous observation networks and unknown model process errors. Moreover, hybrid factors are extended to consider marginals of more than one collocated variables using a test for multivariate normality. Findings from this study motivate the use of the proposed method for geophysical problems characterized by diverse observation networks and various dynamic instabilities, such as numerical weather prediction models. Significance Statement: Data assimilation statistically processes observation errors and model forecast errors to provide optimal initial conditions for the forecast, playing a critical role in numerical weather forecasting. The ensemble Kalman filter, which has been widely adopted and developed in many operational centers, assumes Gaussianity of the prior distribution and solves a linear system of equations, leading to bias in strong nonlinear regimes. On the other hand, particle filters avoid many of those assumptions but are sensitive to sampling errors and are computationally expensive. We propose an adaptive hybrid strategy that combines their advantages and minimizes the disadvantages of the two methods. The hybrid particle filter–ensemble Kalman filter is achieved with the Shapiro–Wilk test to detect the Gaussianity of the ensemble members and determine the timing of the transition between these filter updates. Demonstrations in this study show that the proposed method is advantageous when observations are heterogeneous and when the model has an unknown bias. Furthermore, by extending the statistical hypothesis test to the test for multivariate normality, we consider marginals of more than one collocated variable. These results encourage further testing for real geophysical problems characterized by various dynamic instabilities, such as real numerical weather prediction models. [ABSTRACT FROM AUTHOR]

A convective-scale static background-error covariance (BEC) matrix is further developed to include the capability of direct reflectivity assimilation and evaluated within the GSI-based three-dimensional variational (3DVar) and hybrid ensemble–variational (EnVar) methods. Specific developments are summarized as follows: 1) Control variables (CVs) are extended to include reflectivity, vertical velocity, and all hydrometeor types. Various horizontal momentum and moisture CV options are included. 2) Cross correlations between all CVs are established. 3) A storm intensity-dependent binning method is adopted to separately calculate static error matrices for clear-air and storms with varying intensities. The resultant static BEC matrices are simultaneously applied at proper locations guided by the observed reflectivity. 4) The EnVar is extended to adaptively incorporate static BECs based on the quality of ensemble covariances. Evaluation and examination of the new static BECs are first performed on the 8 May 2003 Oklahoma City supercell. Detailed diagnostics and 3DVar examinations suggest zonal/meridional winds and pseudo–relative humidity are selected as horizontal momentum and moisture CVs for direct reflectivity assimilation, respectively; inclusion of cross correlations favors spin up and maintains the analyzed storms; application of binning improves characteristics and persistence of the simulated storm. Relative to an experiment using the full ensemble BECs (Exp-PureEnVar), incorporating static BECs in hybrid EnVar reduces spinup time and better analyzes reflectivity distributions while the background ensemble is deficient in sampling errors. Compared to both pure 3DVar and Exp-PureEnVar, hybrid EnVar better predicts reflectivity distributions and better maintains a strong mesocyclone. Further examination through the 20 May 2013 Oklahoma supercells confirms these results and additionally demonstrates the effectiveness of adaptive hybridization. [ABSTRACT FROM AUTHOR]

Model errors and sampling errors produce inaccurate sample covariances that limit the performance of ensemble Kalman filters. Linearly hybridizing the flow-dependent ensemble-based covariance with a time-invariant background covariance matrix gives a better estimate of the true error covariance. Previous studies have shown this, both in theory and in practice. How to choose the weight for each covariance remains an open question especially in the presence of model biases. This study assumes the weighting coefficient to be a random variable and then introduces a Bayesian scheme to estimate it using the available data. The scheme takes into account the discrepancy between the ensemble mean and the observations, the ensemble variance, the static background variance, and the uncertainties in the observations. The proposed algorithm is first derived for a spatially constant weight and then this assumption is relaxed by estimating a unique scalar weight for each state variable. Using twin experiments with the 40-variable Lorenz 96 system, it is shown that the proposed scheme is able to produce quality forecasts even in the presence of severe sampling errors. The adaptive algorithm allows the hybrid filter to switch between an EnKF and a simple EnOI depending on the statistics of the ensemble. In the presence of model errors, the adaptive scheme demonstrates additional improvements compared with standard enhancements alone, such as inflation and localization. Finally, the potential of the spatially varying variant to accommodate challenging sparse observation networks is demonstrated. The computational efficiency and storage of the proposed scheme, which remain an obstacle, are discussed. [ABSTRACT FROM AUTHOR]

Copyright of Systems Engineering & Electronics is the property of Journal of Systems Engineering & Electronics Editorial Department and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)

Sampling errors and model errors are major drawbacks from which ensemble Kalman filters suffer. Sampling errors arise because of the use of a limited ensemble size, while model errors are deficiencies in the dynamics and underlying parameterizations that may yield biases in the model's prediction. In this study, we propose a new time-adaptive posterior inflation algorithm in which the analyzed ensemble anomalies are locally inflated. The proposed inflation strategy is computationally efficient and is aimed at restoring enough spread in the analysis ensemble after assimilating the observations. The performance of this scheme is tested against the relaxation to prior spread (RTPS) and adaptive prior inflation. For this purpose, two model are used: the three-variable Lorenz 63 system and the Community Atmosphere Model (CAM). In CAM, global refractivity, temperature, and wind observations from several sources are incorporated to perform a set of assimilation experiments using the Data Assimilation Research Testbed (DART). The proposed scheme is shown to yield better quality forecasts than the RTPS. Assimilation results further suggest that when model errors are small, both prior and posterior inflation are able to mitigate sampling errors with a slight advantage to posterior inflation. When large model errors, such as wind and temperature biases, are present, prior inflation is shown to be more accurate than posterior inflation. Densely observed regions as in the Northern Hemisphere present numerous challenges to the posterior inflation algorithm. A compelling enhancement to the performance of the filter is achieved by combining both adaptive inflation schemes. [ABSTRACT FROM AUTHOR]

In this work, we consider the optimal sensory data scheduling of multiple process. A remote estimator is deployed to monitor S independent linear time-invariant processes. Each process is measured by a sensor, which is capable of computing a local estimate and sending its local state estimate wrapped up in packets to the remote estimator. The lengths of the packets are different due to different dynamics of each process. Consequently, it takes different time durations for the sensors to send the local estimates. In addition, only a portion of all the sensors are allowed to transmit at each time due to bandwidth limitation. We are interested in minimizing the sum of the average estimation error covariance of each process at the remote estimator under such packet transmission and bandwidth constraints. We formulate the problem as an average cost Markov decision process (MDP) over an infinite horizon. We first study the special case when S = 1 and find that the optimal scheduling policy always aims to complete transmitting the current estimate. We also derive a sufficient condition for boundedness of the average remote estimation error. We then study the case for general S . We establish the existence of a deterministic and stationary policy for the optimal scheduling problem. We find that the optimal policy has a consistent property among the sensors and a switching type structure. A stochastic algorithm is designed to utilize the structure of the policy to reduce computation complexity. Numerical examples are provided to illustrate the theoretical results. [ABSTRACT FROM AUTHOR]

This paper investigates the distributed federated Tobit Kalman filter fusion problem for a class of discrete-time systems subject to measurement censoring and packet delays. The censored measurement is characterized by the Tobit measurement model and the packet delay obeys the Poisson distribution. At the input terminal of each local estimator, a censoring detection device and a buffer with finite length are exploited to tackle the censored/delayed measurements. The filtering fusion is carried out in two steps: in the first step, every sensor in the network collects and sends its measurements to the corresponding local estimator via an unreliable network with probabilistic packet delays and, in the second step, the estimates from local estimators are further collected by the fusion center to form a fused estimate. The local estimator runs a modified Tobit Kalman filtering algorithm, which is designed based on the modified Tobit regression model, while the fusion center performs a distributed federated modified Tobit Kalman filtering algorithm, which is devised on the basis of the federated Kalman fusion rule. Given the buffer length, the prescribed bound on the estimation error covariance and the probability distribution of the packet delay, the stability performance of the proposed filtering fusion algorithm is evaluated via a probabilistic approach. Simulation results are provided to show the feasibility of the proposed filter. [ABSTRACT FROM AUTHOR]

This paper introduces a new attitude estimation algorithm for pitch and roll angles. Pitch and roll angles are represented by a unit vector, and its estimation error is estimated in the Kalman filter. The main theoretical contribution is that the error covariance equations are simplified to scalar equations. Thus, the proposed algorithm is computationally efficient. The proposed algorithm is also applied to vertical movement estimation. Simulation and experiment results show the effectiveness of the proposed method. [ABSTRACT FROM AUTHOR]

This paper considers optimal attack attention allocation on remote state estimation in multi-systems. Suppose there are M independent systems, each of which has a remote sensor monitoring the system and sending its local estimates to a fusion center over a packet-dropping channel. An attacker may generate noises to exacerbate the communication channels between sensors and the fusion center. Due to capacity limitation, at each time the attacker can exacerbate at most N of the M channels. The goal of the attacker side is to seek an optimal policy maximizing the estimation error at the fusion center. The problem is formulated as a Markov decision process (MDP) problem, and the existence of an optimal deterministic and stationary policy is proved. We further show that the optimal policy has a threshold structure, by which the computational complexity is reduced significantly. Based on the threshold structure, a myopic policy is proposed for homogeneous models and its optimality is established. To overcome the curse of dimensionality of MDP algorithms for general heterogeneous models, we further provide an asymptotically (as M and N go to infinity) optimal solution, which is easy to compute and implement. Numerical examples are given to illustrate the main results. [ABSTRACT FROM AUTHOR]

Tightly coupled GNSS/INS has been widely approved as a promising substitute for standalone GNSS in urban areas navigation. However, due to the frequent GNSS signal outages, the filter used in GNSS/INS should be insensitive to the less informative observations. In this paper, a novel sigma-points update method is proposed to enhance the robustness of cubature Kalman filter (CKF) under the circumstance of unavailable observations. First, the problems of existing sampling-based filters are analyzed. Then, by transforming the posterior sigma-points error matrix from prediction phase of filtering to the posterior domain of update, the updated sigma-points are expected to capture the covariance more precisely than traditional sigma-points. Finally, an improved CKF (ICKF) is developed by embedding these points into the Bayesian estimation framework, and the upper bounds of error covariance matrices are analyzed theoretically. Signal outages with different durations are simulated and results demonstrate that ICKF outperforms state-of-the-art methods. [ABSTRACT FROM PUBLISHER]

A new type of ensemble filter is developed, one that stores and updates its state information in an efficient square root information filter form. It addresses two shortcomings of conventional ensemble Kalman filters: the coarse characterization of random forecast model error effects and the overly optimistic approximation of the estimation error statistics. The new filter uses an assumed a priori covariance approximation that is full rank but sparse, possibly with a dense low-rank increment. This matrix can be used to develop a nominal square root information equation for the system state and uncertainty. The measurements are used to develop an additional low-rank square root information equation. New algorithms provide forecasts and analyses of these increments at a computational cost comparable to that of existing ensemble Kalman filters. Model error effects are implicit in the a priori covariance time history, thereby obviating one of the reasons for including an inflation operation. The use of an a priori full-rank covariance allows the analysis operations to improve the state estimate without the need for a localization adjustment. This new filter exhibited worse performance than a typical covariance square root ensemble Kalman filter when operating on the Lorenz-96 problem in a chaotic regime. It excelled on a version of the Lorenz-96 problem where nonlinearities in the forecast model were weak, where the state vector uncertainty lay predominantly in a small subspace, and where the observations were spatially sparse. Such a problem might be representative of ionospheric space weather data assimilation where forcing variability can dominate the state uncertainty and where remote sensing data coverage can be sparse. [ABSTRACT FROM AUTHOR]

The ensemble Kalman filter (EnKF) with high-dimensional geophysical systems usually employs up to 100 ensemble members and requires covariance localization to reduce the sampling error in the forecast error covariance between distant locations. The authors' previous work pioneered implementation of an EnKF with a large ensemble of up to 10 240 members, but this method required application of a relatively broad covariance localization to avoid memory overflow. This study modified the EnKF code to save memory and enabled for the first time the removal of completely covariance localization with an intermediate AGCM. Using the large sample size, this study aims to investigate the analysis and forecast accuracy, as well as the impact of covariance localization when the sampling error is small. A series of 60-day data assimilation cycle experiments with different localization scales are performed under the perfect model scenario to investigate the pure impact of covariance localization. The results show that the analysis and 7-day forecasts are much improved by removing covariance localization and that the long-range covariance between distant locations plays a key role. The eigenvectors of the background error covariance matrix based on the 10 240 ensemble members are explicitly computed and reveal long-range structures. [ABSTRACT FROM AUTHOR]

Tag population estimation has recently attracted significant research attention due to its paramount importance on a variety of radio-frequency identification (RFID) applications. However, most, if not all, of the existing estimation mechanisms are proposed for the static case where tag population remains constant during the estimation process, thus leaving the more challenging dynamic case unaddressed, despite the fundamental importance of the latter case on both the theoretical analysis and the practical application. In order to bridge this gap, we devote this paper to designing a generic framework of stable and accurate tag population estimation schemes based on the Kalman filter for both the static and dynamic RFID systems. Technically, we first model the dynamics of RFID systems as discrete stochastic processes and leverage the techniques in the extended Kalman filter and cumulative sum control chart to estimate tag population for both the static and dynamic systems. By employing the Lyapunov drift analysis, we mathematically characterize the performance of the proposed framework in terms of estimation accuracy and convergence speed by deriving the closed-form conditions on the design parameters under which our scheme can stabilize around the real population size with bounded relative estimation error that tends to zero with exponential convergence rate. [ABSTRACT FROM PUBLISHER]

Position and orientation system (POS) is widely applied to the various mapping sensors for airborne direct georeferencing. As the accuracy requirements vary in different mapping applications, the POS error analysis is important for the system design. In this paper, an analytical approach to the POS error analysis for ground alignment and constant-velocity flight is proposed. First, the simplified system model is obtained for the error analysis. Then, by applying the two-stage Kalman filter, the analytical relations between the attitude errors and estimation errors of the biases of the inertial sensors are derived. Finally, the experiment is carried out to confirm the effectiveness of the proposed method. The proposed method is not only effective and straightforward but also provides us some new insights into the POS error characteristics. [ABSTRACT FROM AUTHOR]

Ensemble Kalman filters are widely used for data assimilation in large geophysical models. Good results with affordable ensemble sizes require enhancements to the basic algorithms to deal with insufficient ensemble variance and spurious ensemble correlations between observations and state variables. These challenges are often dealt with by using inflation and localization algorithms. A new method for understanding and reducing some ensemble filter errors is introduced and tested. The method assumes that sampling error due to small ensemble size is the primary source of error. Sampling error in the ensemble correlations between observations and state variables is reduced by estimating the distribution of correlations as part of the ensemble filter algorithm. This correlation error reduction (CER) algorithm can produce high-quality ensemble assimilations in low-order models without using any a priori localization like a specified localization function. The method is also applied in an observing system simulation experiment with a very coarse resolution dry atmospheric general circulation model. This demonstrates that the algorithm provides insight into the need for localization in large geophysical applications, suggesting that sampling error may be a primary cause in some cases. [ABSTRACT FROM AUTHOR]

Two ensemble formulations of the four-dimensional variational (4DVar) data assimilation technique are examined for a low-dimensional dynamical system. The first method, denoted E4DVar, uses tangent linear and adjoint model operators to minimize a cost function in the same manner as the traditional 4DVar data assimilation system. The second method, denoted 4DEnVar, uses an ensemble of nonlinear model trajectories to replace the function of linearized models in 4DVar, thus improving the parallelization of the data assimilation. Background errors for each algorithm are represented using a hybrid error covariance, which includes climatological errors as well as ensemble-estimated errors from an ensemble Kalman filter (EnKF). Numerical experiments performed over a range of scenarios suggest that both methods provide similar analysis accuracy for dense observation networks, and in perfect model experiments with large ensembles. Nevertheless, E4DVar has clear benefits over 4DEnVar when substantial covariance localization is required to treat sampling error. The greatest advantage of the tangent-linear approach is that it implicitly propagates a localized, full-rank ensemble covariance in time, thus avoiding the need to localize a time-dependent ensemble covariance. The tangent linear and adjoint model operators also provide a means of evolving flow-dependent information from the climate-based error component, which is found to be beneficial for treating model error. Challenges that need to be overcome before adopting a pure ensemble framework are illustrated through experiments estimating time covariances with four-dimensional ensembles and comparing results with those estimated with a tangent linear model. [ABSTRACT FROM AUTHOR]

This paper studies the convergence of the estimation error process and the characterization of the corresponding invariant measure in distributed Kalman filtering for potentially unstable and large linear dynamic systems. A gossip network protocol termed modified gossip interactive Kalman filtering (M-GIKF) is proposed, where sensors exchange their filtered states (estimates and error covariances) and propagate their observations via intersensor communications of rate \bar \gamma ; \bar \gamma is defined as the averaged number of intersensor message passages per signal evolution epoch. The filtered states are interpreted as stochastic particles swapped through local interaction. This paper shows that the conditional estimation error covariance sequence at each sensor under M-GIKF evolves as a random Riccati equation (RRE) with Markov modulated switching. By formulating the RRE as a random dynamical system, it is shown that the network achieves weak consensus, i.e., the conditional estimation error covariance at a randomly selected sensor converges weakly (in distribution) to a unique invariant measure. Further, it is proved that as \bar \gamma \rightarrow \infty this invariant measure satisfies the large deviation (LD) upper and lower bounds, implying that this measure converges exponentially fast (in probability) to the Dirac measure \delta P^{*} , where P^* is the stable error covariance of the centralized (Kalman) filtering setup. The LD results answer a fundamental question on how to quantify the rate at which the distributed scheme approaches the centralized performance as the intersensor communication rate increases. [ABSTRACT FROM PUBLISHER]

Measurements of a scalar linear Gauss–Markov process are sent over a fading channel. The fading channel is modeled as independent and identically distributed random variables with known realization at the receiver. The optimal estimator at the receiver is the Kalman filter. In contrast to the classical Kalman filter theory, given a random channel, the Kalman gain and the error covariance become random. Then, the probability distribution function of expected estimation error and its outage probability can be chosen for estimation quality assessment. In this paper and in order to get the estimation error outage, we provide means to characterize the stationary probability density function of the random expected estimation error. Furthermore and for the particular case of the i.i.d. Rayleigh fading channels, upper and lower bounds for the outage probability are derived that provide insight and simpler means for design purposes. We also show that the bounds are tight for the high SNR regime and that the outage probability decreases linearly with the inverse of the average channel SNR. [ABSTRACT FROM AUTHOR]

Abstract: The Kalman filter and smoother are optimal state estimators under certain conditions. The Kalman filter is typically presented in a predictor/corrector format, but the Kalman smoother has never been derived in that format. We derive the Kalman smoother in a predictor/corrector format, thus providing a unified form for the Kalman filter and smoother. We also discuss unbiased finite impulse response (UFIR) filters and smoothers, which can provide a suboptimal but robust alternative to Kalman estimators. We derive two unified forms for UFIR filters and smoothers, and we derive lower and upper bounds for their estimation error covariances. [Copyright &y& Elsevier]

In this letter, we study the problem of target tracking based on energy readings of sensors. We minimize the estimation error by using an extended Kalman filter (EKF). The Kalman gain matrix is obtained as the solution to an optimization problem in which a sparsity-promoting penalty function is added to the objective. The added term penalizes the number of nonzero columns of the Kalman gain matrix, which corresponds to the number of active sensors. By using a sparse Kalman gain matrix only a few sensors send their measurements to the fusion center, thereby saving energy. Simulation results show that an EKF with a sparse Kalman gain matrix can achieve tracking performance that is very close to that of the classical EKF, where all sensors transmit to the fusion center. [ABSTRACT FROM PUBLISHER]

This paper proposes a Kalman filter-based attitude (i.e., roll and pitch) estimation algorithm using an inertial sensor composed of a triaxial accelerometer and a triaxial gyroscope. In particular, the proposed algorithm has been developed for accurate attitude estimation during dynamic conditions, in which external acceleration is present. Although external acceleration is the main source of the attitude estimation error and despite the need for its accurate estimation in many applications, this problem that can be critical for the attitude estimation has not been addressed explicitly in the literature. Accordingly, this paper addresses the combined estimation problem of the attitude and external acceleration. Experimental tests were conducted to verify the performance of the proposed algorithm in various dynamic condition settings and to provide further insight into the variations in the estimation accuracy. Furthermore, two different approaches for dealing with the estimation problem during dynamic conditions were compared, i.e., threshold-based switching approach versus acceleration model-based approach. Based on an external acceleration model, the proposed algorithm was capable of estimating accurate attitudes and external accelerations for short accelerated periods, showing its high effectiveness during short-term fast dynamic conditions. Contrariwise, when the testing condition involved prolonged high external accelerations, the proposed algorithm exhibited gradually increasing errors. However, as soon as the condition returned to static or quasi-static conditions, the algorithm was able to stabilize the estimation error, regaining its high estimation accuracy. [ABSTRACT FROM AUTHOR]

We consider sensor power scheduling for estimating the state of a general high-order Gauss–Markov system. A sensor decides whether to use a high or low transmission power to communicate its local state estimate or raw measurement data with a remote estimator over a packet-dropping network. We construct the optimal sensor power schedule which minimizes the expected terminal estimation error covariance at the remote estimator under the constraint that the high transmission power can only be used m