Distributed estimation algorithms for nonlinear systems

In this paper, we consider the problem of combining the local conditional distributions of a random variable which have been generated by local observers having access to their private information. Sufficient statistics for the local distributions are communicated to a coordinator, who attempts to reconstruct the global centralized distribution using only the communicated statistics. We obtain a distributed processing algorithm which recovers exactly the centralized conditional distribution. The results can be applied in designing distributed hypothesis-testing algorithms for event-driven systems.