Data Transmission over Networks for Estimation
Vijay Gupta, Amir F. Dana, João P. Hespanha, Richard M. Murray · 2006
Abstract — In this paper, we consider the following problem. Suppose a sensor is taking measurements of a dynamic process. It needs to communicate the information to an estimator over a network of communication links that can drop packets stochastically. What is the optimal processing at each node in the network that allows the estimator to estimate the state of the process? We provide a strategy that yields the optimal estimation performance in the minimum mean squared sense while requiring only a constant amount of memory and processing at each node. We also provide conditions on the network for the estimate error covariance to be stable under this algorithm. Keywords — Estimation across Networks, Optimal Estimation, Encoding of Information I.