A Distributed Kalman-like Observer with Dynamic Inversion-Based Correction for Multi-Agent Estimation

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Bibliographic Details
Title: A Distributed Kalman-like Observer with Dynamic Inversion-Based Correction for Multi-Agent Estimation
Authors: De Carli, Nicola, Dimarogonas, Dimos V.
Source: IEEE Control Systems Letters. 9:523-528
Subject Terms: cooperative localization, Multi-agent systems, observer design
Description: We present a novel distributed Kalman-like observer for cooperative state estimation in multi-agent systems. Our approach builds on a class of existing Kalmanlike observers that replace the process covariance matrix with a forgetting factor. We show that this replacement enables the propagation of the information matrix dynamics in a fully distributed manner, while preserving key stability properties. We compute the observers correction term by solving a linear equation dynamically in a distributed manner, circumventing the need for direct centralized matrix inversion. Unlike existing methods that partially discard cross-information to allow distributed computations, our approach preserves inter-agent coupling. Rigorous stability guarantees are provided, and numerical simulations in a cooperative localization scenario demonstrate the effectiveness of the approach in estimating agent states.
File Description: electronic
Access URL: https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-364455
https://doi.org/10.1109/LCSYS.2025.3576671
Database: SwePub
Description
Abstract:We present a novel distributed Kalman-like observer for cooperative state estimation in multi-agent systems. Our approach builds on a class of existing Kalmanlike observers that replace the process covariance matrix with a forgetting factor. We show that this replacement enables the propagation of the information matrix dynamics in a fully distributed manner, while preserving key stability properties. We compute the observers correction term by solving a linear equation dynamically in a distributed manner, circumventing the need for direct centralized matrix inversion. Unlike existing methods that partially discard cross-information to allow distributed computations, our approach preserves inter-agent coupling. Rigorous stability guarantees are provided, and numerical simulations in a cooperative localization scenario demonstrate the effectiveness of the approach in estimating agent states.
ISSN:24751456
DOI:10.1109/LCSYS.2025.3576671