On multi-sensor linear state estimation under high rate quantization

In this paper we consider state estimation of an unstable scalar system using multiple sensors, where the sensors quantize their individual innovations, which are then combined at the fusion center to form a global state estimate. We obtain an asymptotic expression for the error covariance (or mean squared error) that relates the system parameters and bit rates used by the different sensors. Numerical results show close agreement with the true mean squared error for quantization at high rates. An optimal rate allocation problem amongst the different sensors is also considered.