CONSENSUS-BASED DISTRIBUTED UNSCENTED PARTICLE FILTER

In this paper, we propose a consensus-based, distributed implementation of the unscented particle filter (CD/UPF) that extends the distributed Kalman filtering framework to non-linear, distributed dynamical systems with non-Gaussian excitations. Compared to the existing distributed implementations of the particle filter, the CD/UPF offers two advantages. First, it uses all available local observations including the most recent ones in deriving the proposal distribution. Second, computation of global estimates from local estimates during the consensus step is based on an optimal fusion rule. In our bearing-only tracking simulations, the performance of the proposed CD/UPF is virtually indistinguishable from its centralized counterpart.