An Adaptive Fusion Strategy for Distributed Information Estimation Over Cooperative Multi-Agent Networks

In this paper, we study the problem of distributed information estimation that is closely relevant to some network-based applications, such as distributed surveillance, cooperative localization, and optimization. We consider a problem where an application area containing multiple information sources of interest is divided into a series of subregions in which only one information source exists. The information is presented as a signal variable, which has finite states associated with certain probabilities. The probability distribution of information states of all the subregions constitutes a global information picture for the whole area. Agents with limited measurement and communication ranges are assumed to monitor the area, and cooperatively create a local estimate of the global information. To efficiently approximate the actual global information using individual agents' own estimates, we propose an adaptive distributed information fusion strategy and use it to enhance the local Bayesian rule-based updating procedure. Specifically, this adaptive fusion strategy is induced by iteratively minimizing a Jensen-Shannon divergence-based objective function. A constrained optimization model is also presented to derive minimum Jensen-Shannon divergence weights at each agent for fusing local neighbors' individual estimates. Theoretical analysis and numerical results are supplemented to show the convergence performance and effectiveness of the proposed solution.