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Varagnolo, Damiano and Pillonetto, Gianluigi and Schenato, Luca (2010) Distributed consensus-based Bayesian estimation: sufficient conditions for performance characterization. [Technical Report]

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Abstract (english)

The paper considers the framework of distributed Bayesian linear estimation. We introduce some consensus-based estimation strategies that are equivalent to centralized ones pending knowledge of some parameters, e.g. number of agents in the network. If such parameters are not known, agents can estimate them locally or exploit prior knowledge. We show that in this case the performance depends on parameter uncertainty in such a way that, in case of large errors, the distributed estimator can perform worse than the local one. Then, we find some sufficient conditions on the error magnitude which ensure that the distributed scheme behaves better than the local one.

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EPrint type:Technical Report
Anno di Pubblicazione:10 March 2010
Key Words:Bayesian linear model, distributed estimation, consensus, performance characterization, sufficient conditions
Settori scientifico-disciplinari MIUR:Area 09 - Ingegneria industriale e dell'informazione > ING-INF/05 Sistemi di elaborazione delle informazioni
Struttura di riferimento:Dipartimenti > Dipartimento di Ingegneria dell'Informazione
Codice ID:3051
Depositato il:11 Jan 2011 14:03
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