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CORR
2008
Springer

Distributed Kalman Filter via Gaussian Belief Propagation

9 years 8 months ago
Distributed Kalman Filter via Gaussian Belief Propagation
Abstract--Recent result shows how to compute distributively and efficiently the linear MMSE for the multiuser detection problem, using the Gaussian BP algorithm. In the current work, we extend this construction, and show that operating this algorithm twice on the matching inputs, has several interesting interpretations. First, we show equivalence to computing one iteration of the Kalman filter. Second, we show that the Kalman filter is a special case of the Gaussian information bottleneck algorithm, when the
Danny Bickson, Ori Shental, Danny Dolev
Added 09 Dec 2010
Updated 09 Dec 2010
Type Journal
Year 2008
Where CORR
Authors Danny Bickson, Ori Shental, Danny Dolev
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