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Mohammad Ali Abooshahab

Publications and source records attributed to Mohammad Ali Abooshahab.

2 recordsLinked to original sources

Multi-Rate Distributed Unscented Kalman Filtering Under Collective Detectability

We develop a multi-rate distributed unscented Kalman filter for nonlinear networks without a fusion center. Local continuous-discrete UKFs run on a common base grid, update at their own sampling instants, and exchange estimates within one-hop neighborhoods. Under a windowed collective-detectability condition, diffusion of information matrices gives uniformly bounded quotient covariances although no individual node need be observable. When the collectively invisible subspace is trivial and the statistical-linearization discrepancies satisfy an explicit coherence bound, the information weighted fused mean yields exponentially bounded mean-square errors without a contraction-mixing condition. This contrasts with the arithmetic diffusiojn mean, which requires one. A distributed $H_{\infty}$ variant uses a fixed attenuation penalty. A finite-prefix feasibility check and the one-hop detectability Gramian yield a uniform regularized-information margin - an explicit local-contraction-mixing condition then yields mean-square error boundedness. The developed methods are tested on a stochastic nonlinear benchmark and a three-inertia network in which every node misses at least one mode. Information diffusion is more accurate than five-round covariance-averaging consensus at one fifth of its communication. It remains stable under 3:2 multi-rate sampling, where the covariance-averaging consensus and the diffusion mean both diverge, and it keeps the quotient covariances bounded.

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Simultaneous input & state estimation, singular filtering and stability

Input estimation is a signal processing technique associated with deconvolution of measured signals after filtering through a known dynamic system. Kitanidis and others extended this to the simultaneous estimation of the input signal and the state of the intervening system. This is normally posed as a special least-squares estimation problem with unbiasedness. The approach has application in signal analysis and in control. Despite the connection to optimal estimation, the standard algorithms are not necessarily stable, leading to a number of recent papers which present sufficient conditions for stability. In this paper we complete these stability results in two ways in the time-invariant case: for the square case, where the number of measurements equals the number of unknown inputs, we establish exactly the location of the algorithm poles; for the non-square case, we show that the best sufficient conditions are also necessary. We then draw on our previous results interpreting these algorithms, when stable, as singular Kalman filters to advocate a direct, guaranteed stable implementation via Kalman filtering. This has the advantage of clarity and flexibility in addition to stability. En route, we decipher the existing algorithms in terms of system inversion and successive singular filtering. The stability results are extended to the time-varying case directly to recover the earlier sufficient conditions for stability via the Riccati difference equation.

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