# Distributed Estimation using Bayesian Consensus Filtering

arXiv: https://arxiv.org/abs/1403.3117 · HTML: https://mlsanity.com/paper/1403.3117/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 12 Mar 2014.

## Built on by (most cited first, 2 of 2)

- [Distributed Bayesian Estimation in Sensor Networks: Consensus on Marginal Densities](https://mlsanity.com/paper/2312.01227/) (2023)
- [A Factor Graph Model of Trust for a Collaborative Multi-Agent System](https://mlsanity.com/paper/2402.07049/) (2024)

## Abstract (arXiv)

We present the Bayesian consensus filter (BCF) for tracking a moving target using a networked group of sensing agents and achieving consensus on the best estimate of the probability distributions of the target's states. Our BCF framework can incorporate nonlinear target dynamic models, heterogeneous nonlinear measurement models, non-Gaussian uncertainties, and higher-order moments of the locally estimated posterior probability distribution of the target's states obtained using Bayesian filters. If the agents combine their estimated posterior probability distributions using a logarithmic opinion pool, then the sum of Kullback--Leibler divergences between the consensual probability distribution and the local posterior probability distributions is minimized. Rigorous stability and convergence results for the proposed BCF algorithm with single or multiple consensus loops are presented. Communication of probability distributions and computational methods for implementing the BCF algorithm are discussed along with a numerical example.
