The design of distributed filtering based on lattice rule

For the problem of multiple micro-target tracking and positioning, the high-dynamic and communication coupling are two cases in actual motion. The dynamic evolution and measurement among them are depicted by a nonlinear system. This paper proposes a new distributed lattice Kalman filter (DLKF) to cope with the two cases simultaneously. The prediction is based on the Cranley-Patterson shift and Korobov lattice rule to generate the low-difference sample points. The update stage is based on the weighted average consistency to fusion its innovation and the information of its neighbor. The stability of this distributed filter is proved by constructing the upper and lower bound of the Lyapunov functional. The finite steps consensus iteration strategies for the update fusion are also investigated. To evaluate the efficiency of the DLKF, it is compared with unscented Kalman filtering and its distributed form. The simulation results show that DLKF uses significantly fewer sampling points than other quasi-Monte Carlo (QMC) filters while maintaining the estimation accuracy. The computational complexity is significantly lower, which is the key factor for application to multiple micro-targets.

Automated summary

This paper proposes a new distributed lattice Kalman filter (DLKF) to deal with the high-dynamic and communication coupling in multiple micro-target tracking and positioning. The DLKF uses Cranley-Patterson shift and Korobov lattice rule for prediction, and weighted average consistency for update fusion. Simulation results show that DLKF achieves estimation accuracy with significantly fewer sampling points compared to other quasi-Monte Carlo (QMC) filters, and has significantly lower computational complexity for application to multiple micro-targets.