An information-theoretic approach to distributed state estimation
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Authors
Battistelli, G.
Chisci, L.
Morrocchi, S.
Papi, Francesco
Date
2011Type
Conference Paper
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Battistelli, G. and Chisci, L. and Morrocchi, S. and Papi, F. 2011. An information-theoretic approach to distributed state estimation, in Bittanti, S. and Cenedese, A. and and Zampieri, S. (ed), Proceedings of the 18th World Congress of the International Federation of Automatic Control (IFAC), Aug 28-Sep 2 2011, pp. 12477-12482. Milano, Italy, Catholic University of the Sacred Heart.
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IFAC Proceedings Volumes (IFAC-PapersOnline)
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Department of Electrical and Computer Engineering
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Abstract
It is shown that the covariance intersection fusion rule, widely used in the context of distributed estimation, has a nice information-theoretic interpretation in terms of consensus on the Kullback-Leibler average of Gaussian probability density functions (PDFs). Based on this observation, a novel distributed state estimator based on the consensus among local posterior PDFs is proposed and its stability properties are analyzed.