Estimation Distributed Estimation ∗

Distributed estimation plays an essential role in many networked applications, such as communication, networked control, monitoring and surveillance. Motivated by this, the chapter provides an overview on some of the fundamental aspects of distributed estimation over networks together with an investigation of the computational complexity and communication cost. A phenomenon being observed by a number of sensors in networks having a star and a general topology are considered. Under the assumptions of noises and linear measurements, the resulting distributed estimators are derived respectively. The limited bandwidth, communication range and message loss in the communication are considered. Distributed estimators can provide accurate estimates of the parameters of the phenomenon, while the less the limitations are in networks, the lower complexity of the estimator is.