vix.ing · top · new · best · stats · spec

Distributed Estimation using Bayesian Consensus Filtering

2014/03/12 by Saptarshi Bandyopadhyay, Bandyopadhyay, Saptarshi, Soon‐Jo Chung +1
Computer Science · #Distributed Control Multi-Agent Systems #Distributed Sensor Networks and Detection Algorithms #FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Optimization and Control (math.OC) #Probability (math.PR) #Target Tracking and Data Fusion in Sensor Networks

paper · pdf · doi:10.48550/arxiv.1403.3117

openalex publication_date 2014/03/12 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We present the Bayesian consensus filter (BCF) for tracking a moving target using a networked group of sensing agents and achieving consensus on the best estimate of the probability distributions of the target's states. Our BCF framework can incorporate nonlinear target dynamic models, heterogeneous nonlinear measurement models, non-Gaussian uncertainties, and higher-order moments of the locally estimated posterior probability distribution of the target's states obtained using Bayesian filters. If the agents combine their estimated posterior probability distributions using a logarithmic opinion pool, then the sum of Kullback--Leibler divergences between the consensual probability distribution and the local posterior probability distributions is minimized. Rigorous stability and convergence results for the proposed BCF algorithm with single or multiple consensus loops are presented. Communication of probability distributions and computational methods for implementing the BCF algorithm are discussed along with a numerical example.

Citations

Related