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Distributed estimation fusion under unknown cross-correlation: An analytic center approach

  • Xi'an Jiaotong University
  • University of New Orleans

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

26 Scopus citations

Abstract

We develop an analytic center approach to distributed estimation fusion when the cross-correlation of errors between local estimates is unknown. Based on a set-theoretic formulation of the problem, we seek an estimate that maximizes the complementary squared Mahalanobis "distance" between the local and the desired estimates in a logarithmic average form, and the optimal value turns out to be the analytic center. For our problem, we then prove that the analytic center is a convex combination of the local estimates. As such, our proposed analytic center covariance intersection (AC-CI) algorithm could be regarded as the covariance intersection (CI) algorithm with respect to a set-theoretic optimization criteria.

Original languageEnglish
Title of host publication13th Conference on Information Fusion, Fusion 2010
StatePublished - 2010
Externally publishedYes
Event13th Conference on Information Fusion, Fusion 2010 - Edinburgh, United Kingdom
Duration: 26 Jul 201029 Jul 2010

Publication series

Name13th Conference on Information Fusion, Fusion 2010

Conference

Conference13th Conference on Information Fusion, Fusion 2010
Country/TerritoryUnited Kingdom
CityEdinburgh
Period26/07/1029/07/10

Keywords

  • Analytic center
  • Convex combination
  • Covariance intersection
  • Decentralized network
  • Distributed fusion
  • Settheoretic estimation

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