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 |
| _version_ | 1848744515340337152 |
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| author | Battistelli, G. Chisci, L. Morrocchi, S. Papi, Francesco |
| author_facet | Battistelli, G. Chisci, L. Morrocchi, S. Papi, Francesco |
| author_sort | Battistelli, G. |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T06:02:41Z |
| format | Conference Paper |
| id | curtin-20.500.11937-4438 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T06:02:41Z |
| publishDate | 2011 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-44382017-09-13T14:45:48Z An information-theoretic approach to distributed state estimation Battistelli, G. Chisci, L. Morrocchi, S. Papi, Francesco 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. 2011 Conference Paper http://hdl.handle.net/20.500.11937/4438 10.3182/20110828-6-IT-1002.01998 restricted |
| spellingShingle | Battistelli, G. Chisci, L. Morrocchi, S. Papi, Francesco An information-theoretic approach to distributed state estimation |
| title | An information-theoretic approach to distributed state estimation |
| title_full | An information-theoretic approach to distributed state estimation |
| title_fullStr | An information-theoretic approach to distributed state estimation |
| title_full_unstemmed | An information-theoretic approach to distributed state estimation |
| title_short | An information-theoretic approach to distributed state estimation |
| title_sort | information-theoretic approach to distributed state estimation |
| url | http://hdl.handle.net/20.500.11937/4438 |