Fast and Robust State Estimation and Tracking via Hierarchical Learning

TL;DR

This paper introduces hierarchical consensus algorithms to improve the speed and robustness of state estimation and tracking in large-scale cyber-physical networks, addressing scalability and communication failure issues.

Contribution

It proposes two novel hierarchical 'consensus + innovation' algorithms with a new push-sum consensus component, enhancing convergence speed and resilience.

Findings

Algorithms demonstrate faster convergence in simulations

Enhanced robustness against communication failures

Validated on underwater and synthetic networks

Abstract

Fast and reliable state estimation and tracking are essential for real-time situation awareness in Cyber-Physical Systems (CPS) operating in tactical environments or complicated civilian environments. Traditional centralized solutions do not scale well whereas existing fully distributed solutions over large networks suffer slow convergence, and are vulnerable to a wide spectrum of communication failures. In this paper, we aim to speed up the convergence and enhance the resilience of state estimation and tracking for large-scale networks using a simple hierarchical system architecture. We propose two ``consensus + innovation'' algorithms, both of which rely on a novel hierarchical push-sum consensus component. We characterize their convergence rates under a linear local observation model and minimal technical assumptions. We numerically validate our algorithms through simulation studies of underwater acoustic networks and large-scale synthetic networks.