Asynchronous distributed particle filter via decentralized evaluation of Gaussian products

We present a distributed particle filtering algorithm for target tracking in sensor networks. Several existing algorithms rely on the establishment and maintenance of a spanning path or tree. This is challenging in networks with dynamic topologies induced by mobile nodes and changing wireless conditions; the algorithms are vulnerable to link or node failure. More recent algorithms employ consensus algorithms to improve robustness but they adopt suboptimal fusion rules leading to a significant deterioration in performance. In our algorithm, nodes run local particle filters and then approximate their local posteriors using Gaussian approximations. A global posterior approximation is then computed using a novel gossiping approach that implements the optimal fusion rule. The resultant protocol is simple, robust and efficient. We present simulation results demonstrating a significant performance improvement over the best-performing existing algorithm with similar communication and computation requirements.