A Review of Forty Years of Distributed Estimation

This paper reviews forty years of distributed estimation research since the first papers on decentralized filtering appeared in 1978. Starting with a formulation of the problem, it reviews the assumptions and objectives of the main approaches, including information decorrelation, cross-covariance fusion, channel filters, covariance intersection, maximum a posteriori probability fusion, best linear unbiased estimate, and distributed Kalman filters based on pseudo estimates and augmented state estimates. It also reviews algorithms motivated by sensor networks with flexible communication including consensus and diffusion filters. Suggestions for future research are provided.

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