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Some crucial challenges of estimation over sensor networks are reaching consensus on the estimates of different systems in the network and separating the mutual information of two estimates from their exclusive information. Current fusion methods of two estimates tend to bypass the mutual information and directly optimize the fused estimate. Moreover, both the mean and covariance of the fused estimate are fully determined by optimizing the covariance only. In contrast to that, this paper proposes a novel fusion method in which the mutual information results in an additional estimate, which defines a mutual mean and covariance. Both variables are derived from the two initial estimates. The mutual covariance is used to optimize the fused covariance, while the mutual mean optimizes the fused mean. An example of decentralized state estimation, where the proposed fusion method is applied, shows a reduction in estimation error compared to the existing alternatives.

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Abstract.To reduce the amount of data transfer in networked control systems and wireless sensor networks, measurements are usually taken only when an event occurs, rather than at each synchronous sampling instant. However, this complicates estimation and control problems considerably. The goal of this paper is to develop a state estimation algorithm that can successfully cope with event based measurements. Firstly, we propose a general methodology for defining event based sampling. Secondly, we develop a state estimator with a hybrid update, i.e. when an event occurs the estimated state is updated using measurements; otherwise the update makes use of the knowledge that the monitored variable is within a bounded set that defines the event. A sum of Gaussians approach is employed to obtain a computationally tractable algorithm.