A scattering framework for decentralized estimation problems

Abstract
In this paper we develop a comprehensive framework for the study of decentralized estimation problems. This approach imbeds a decentralized estimation problem into an equivalent scattering problem, and makes use of the super-position principle to relate local and centralized estimates. Some decentralized filtering and smoothing algorithms are obtained for a simple estimation structure consisting of a central processor and of two local processors. The case when the local processors exchange some information is considered, as well as the case when the local state-space models differ from the central model.