Distributed Estimation: Difference between revisions

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<!-- 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 -->
<!-- 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]] -->
<!-- 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]]
* [[Media:lectur1d_gupta.pdf |Lecture: Distributed Estimation]]


== Reading ==
== Reading ==

Revision as of 17:26, 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