Data Transmission over Networks for Estimation

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Vijay Gupta , Amir F. Dana, Joao P. Hespanha and Richard M. Murray
Submitted, 2006 International Symposium on Mathematical Theory of Networks and Systems (MTNS)

In this paper, we consider the following problem. Suppose a sensor is taking measurements of a dynamic process. It needs to communicate the information over a network of communication links that can drop packets stochastically. What is the optimal processing at each node in the network? We provide a strategy that yields the optimal performance at the cost of constant memory and processing at each node. We also provide conditions on the network for the estimate error covariance to be stable under this algorithm.