2017
DOI: 10.1109/tsp.2016.2641380
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Sequential Estimation and Diffusion of Information Over Networks: A Bayesian Approach With Exponential Family of Distributions

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Cited by 39 publications
(27 citation statements)
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“…Under the probability perspective, it is interesting to utilize the well-known Bayesian interpretation to disclose 1) what kind of posterior probability distribution of unknown states is reasonable in the formalization of distributed Kalman filtering and 2) how it is compared to the optimal posterior distribution of states conditioned on all present and past network data [47]. Usually, the locally available measurements Y i,k = {y j,k , j ∈ N i ∪{i}} together with mutual independence assumptions are first used to update the desired posterior PDFp i (x k |Y i,k ), and then the obtained PDFs are assimilated into a PDF [48] via optimizing average KL divergence [49] or Logarithmic opinion [50] where ∑ α j = 1. Recently, various alternative schemes are developed to overcome the deficiency of above fusion approach in communication and computation.…”
Section: Filter Structurementioning
confidence: 99%
“…Under the probability perspective, it is interesting to utilize the well-known Bayesian interpretation to disclose 1) what kind of posterior probability distribution of unknown states is reasonable in the formalization of distributed Kalman filtering and 2) how it is compared to the optimal posterior distribution of states conditioned on all present and past network data [47]. Usually, the locally available measurements Y i,k = {y j,k , j ∈ N i ∪{i}} together with mutual independence assumptions are first used to update the desired posterior PDFp i (x k |Y i,k ), and then the obtained PDFs are assimilated into a PDF [48] via optimizing average KL divergence [49] or Logarithmic opinion [50] where ∑ α j = 1. Recently, various alternative schemes are developed to overcome the deficiency of above fusion approach in communication and computation.…”
Section: Filter Structurementioning
confidence: 99%
“…With regard to the type of information disseminated, three main categories of protocols exist; we note that there are protocols such as diffusion [8], [9] that may belong to either. Our approach falls into the last category: 1) Measurement/Likelihood.…”
Section: Introductionmentioning
confidence: 99%
“…Further, ξ is a hyperparameter of the same size as T (y, z), ν ∈ R + is a scalar hyperparameter, and q(ξ, ν) is a known function. Taking advantage of this distribution under conjugacy, the Bayesian update (14) takes the form [30]:…”
Section: Bayesian Real-time Solutionmentioning
confidence: 99%
“…, the combination step to achieve a non-negative minimal KLD takes the form [30] (19) where coefficients {c nm,i , ∀m ∈ N n } are unit |N n |-simplex weights expressing the degree of belief of customer n in customer {m ∈ N n }'s information. So, we can formulate the combination phase as:…”
Section: Bayesian Real-time Solutionmentioning
confidence: 99%
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