Uniform {\varepsilon}-Stability of Distributed Nonlinear Filtering over DNAs: Gaussian-Finite HMMs

16 Feb 2016Dionysios S. KalogeriasAthina P. Petropulu

In this work, we study stability of distributed filtering of Markov chains with finite state space, partially observed in conditionally Gaussian noise. We consider a nonlinear filtering scheme over a Distributed Network of Agents (DNA), which relies on the distributed evaluation of the likelihood part of the centralized nonlinear filter and is based on a particular specialization of the Alternating Direction Method of Multipliers (ADMM) for fast average consensus... (read more)

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