Consensus-Based Filter for Distributed Sensor Networks with Colored Measurement Noise

Consensus filtering is an effective method for distributed state estimation of distributed sensor networks and the assumption of white measurement noise is widely used. However, when the measurement noise is colored, the traditional consensus filter cannot work well. In this paper, we first propose a consensus-based distributed filter for colored measurement noise by augmenting the state to include the colored measurement noise. To improve the efficiency of the filter, only local colored measurement noise is integrated into the augmented state for each local filter. Furthermore, another consensus-based distributed filter based on measurement differencing scheme is developed to eliminate the ill-conditioned computations of the augmented state approach. In addition, this method does not need to augment the state and thus has lower dimension than the augmented state filter. Simulation results demonstrate the superiority of the proposed methods.