Conference paper

Šmídl V., Kárný M.

Proceedings of the 15th IFAC Symposium on System Identification

IFAC

Saint Malo

2009

Ing. Václav Šmídl, Ph.D. (ÚTIA - Oddělení adaptivních systémů)

Bayesian Methods, Hybrid and Distributed System Identificati

Growing interest in applications of distributed systems, such as multi-agent systems, increases demands on identification of distributed systems from partial information sources collected by local agents. We are concerned with fully distributed scenario where system is identified by multiple agents, which do not estimate state of the whole system but only its local `state'. The resulting estimate is obtained by merging of marginal and conditional posterior probability density functions (pdf) on such local states. We investigate the use of recently proposed non-parametric log-normal merging of such `fragmental' pdfs for this task. We derive a projection of the optimal merger to the class of weighted empirical pdfs and mixtures of Gaussian pdfs. We illustrate the use of this technique on distributed identification of a controlled autoregressive model.