FEDERATED SQUARE ROOT FILTER FOR DECENTRALIZED PARALLEL PROCESSES

An efficient, federated Kalman filter is developed for use in distributed multisensor systems. This new design accommodates sensor-dedicated local filters, some of which use data from a common reference subsystem. The local filters run in parallel, and also provide sensor data compression via prefiltering. The master filter runs at a selectable reduced rate, fusing local filter outputs via efficient square root algorithms. Common local process noise correlations are handled by use of a conservative matrix upper bound. The federated filter yields estimates that are globally optimal, or conservatively suboptimal, depending upon the master filter processing rate. This design achieves a major improvement in throughput (speed), is well suited to real-time system implementation, and enhances fault detection, isolation and recovery capability. © 1990 IEEE