Advanced Networks Colloquium: José M. F. Moura, "Kalman and Kalman Bucy @ 50"
Friday, November 4, 2011
1146 A.V. Williams Building
301 405 6579
Advanced Networks Colloquium
Kalman and Kalman Bucy @ 50: Distributed and Intermittency
José M. F. Moura
Carnegie Mellon University
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We acknowledge that 2011 marks fifty years since the publication of the seminal papers by Kalman (Tr. ASME, Journal Basic Eng., March 1960) and Kalman-Bucy (Tr. ASME, Journal Basic Eng., March 1961). We consider estimation of a random field by cooperating agents and address two main issues: distributed processing and intermittency. We present a class of mixed time scale distributed estimators that interleave consensus (information flow among neighbors) with innovations (information flow from sensing.) We study conditions under which distributed estimation is asymptotically unbiased, consistent, and normal, being asymptotically equivalent to centralized estimation. With large numbers of agents, communication and sensors fail intermittently and the Riccati equation becomes a random dynamical system (RDS); we show that its sample paths converge in distribution to an invariant measure on the cone of positive definite matrices. This is the random equivalent of the Riccati equation converging to a fixed point as in standard Kalman and Kalman-Bucy filtering.
José M. F. Moura is a University Professor at CMU where he founded the Center for Sensed Critical Infrastructure Research and the Information and Communication Technologies Institute, a major educational and research initiative between CMU and nine Universities in Portugal. He holds a D.Sc. in Electrical Engineering and Computer Science from the Massachusetts Institute of Technology (MIT). His interests are in algebraic and statistical signal/ image processing, with projects on distributed algorithms, large scale critical physical infrastructures, bioimaging, and intelligent compilers for signal processing algorithms.
He is a Director Elect for the IEEE and was President of the IEEE Signal Processing Society, Editor in Chief for the IEEE Transactions on Signal Processing, and a member of the Boards of the IEEE Proceedings and the ACM Sensors Journal. He received several awards, including Fellow of the IEEE, Fellow of the AAAS, corresponding member of the Academia das Ciências of Portugal, and the IEEE Signal Processing Society 2010 Technical Achievement Award. In 2010, he was elected University Professor at CMU.