DocumentCode
3091358
Title
Distributed Bayesian parameter estimation
Author
Hoballah, I.Y. ; Varshney, P.K.
Author_Institution
Syracuse University, Syracuse, New York
Volume
26
fYear
1987
fDate
9-11 Dec. 1987
Firstpage
2223
Lastpage
2228
Abstract
This paper considers the problem of distributed Bayesian parameter estimation. Three commonly used cost criteria namely mean square error, absolute error and uniform cost are employed. Optimum estimation rules at the individual sensors and optimum combining rule are obtained. Suboptimum solutions when the combining rule is restricted to be a linear one are also derived. A simple example is presented for illustration.
Keywords
Bayesian methods; Costs; Density functional theory; Estimation theory; Mean square error methods; Parameter estimation; Signal processing; State estimation; Vectors; Yield estimation;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location
Los Angeles, California, USA
Type
conf
DOI
10.1109/CDC.1987.272937
Filename
4049702
Link To Document