Distributed Estimation: Difference between revisions

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{{cds270-2 header}} <!-- Generates the header, including table of contents and link back to main page -->
<!-- Enter a 1 paragraph description of the contents of the lecture.  Make sure to include any key concepts, so that the wiki search feature will pick them up -->
In this lecture, we will take a look at the fundamentals of
In this lecture, we will take a look at the fundamentals of
distributed estimation. We will consider a random variable being
distributed estimation. We will consider a random variable being
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variable. Towards the end, we will look at the problem of dynamic sensor fusion, i.e., distributing  
variable. Towards the end, we will look at the problem of dynamic sensor fusion, i.e., distributing  
a Kalman filter so that multiple sensors can estimate a dynamic random variable.
a Kalman filter so that multiple sensors can estimate a dynamic random variable.
== Lecture Materials ==
<!-- Include links to materials that you used in your lecture.  At a minimum, this should include a link to your lecture presentation.  You might also include links to MATLAB scripts or other source code that students would find useful -->
<!-- Sample lecture link: * [[Media:L1-1_Intro.pdf|Lecture: Networked Control Systems: Course Overview]] -->
* [[Media:Lecture2_Mostofi.pdf |Lecture: Optimum Receiver Design for Estimation over Wireless Links]]
== Reading ==
* <p>[http://www.cds.caltech.edu/~yasi/papers/CDC_Draft.pdf Receiver Design Principles for Estimation over Fading Channels], Yasamin Mostofi and Richard Murray, Proceedings of Conference on Decision and Control (CDC), December 2005.</p>
* <p>[http://www.cds.caltech.edu/~yasi/papers/ACC_Draft.pdf On Dropping Noisy Packets in Kalman Filtering over a Wireless Fading Channel], Yasamin Mostofi and Richard Murray, Proceedings of American Control Conference (ACC), June 2005.</p>
* <p>[http://www.cds.caltech.edu/~yasi/papers/secon.pdf Effect of Time-Varying Fading Channels on the Control Performance of a Mobile Sensor Node], Yasamin Mostofi and Richard Murray, Proceedings of IEEE 1st International Conference on Sensor and Ad Hoc Communications and Networks (Secon), October 2004, Santa Clara, CA.</p>

Revision as of 17:16, 5 May 2006

Prev: Optimum Receiver Design for Estimation over Wireless Links Course Home Next: Intro to Distributed Control


In this lecture, we will take a look at the fundamentals of distributed estimation. We will consider a random variable being observed by mutiple sensors. Under the assumptions of Gaussian noises and linear measurements, we will derive the weighted covariance combination of estimators. We will then touch upon the issues of distributed static sensor fusion and estimation of a dynamic random variable. Towards the end, we will look at the problem of dynamic sensor fusion, i.e., distributing a Kalman filter so that multiple sensors can estimate a dynamic random variable.

Lecture Materials

Reading