An information-theoretic approach to distributed state estimation
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 d...
| Main Authors: | , , , |
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| Format: | Conference Paper |
| Published: |
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/4438 |