Kalman Filtering With Intermittent Observations
نویسندگان
چکیده
منابع مشابه
Geometric remarks on Kalman filtering with intermittent observations
Sinopoli et al. (TAC, 2004) considered the problem of optimal estimation for linear systems with Gaussian noise and intermittent observations, available according to a Bernoulli arrival process. They showed that there is a “critical” arrival probability of the observations, such that under that threshold the expected value of the covariance matrix (i.e., the quadratic error) of the estimate is ...
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In [1], Sinopoli et al. analyze the problem of optimal estimation for linear Gaussian systems where packets containing observations are dropped according to an i.i.d. Bernoulli process, modeling a memoryless erasure channel. In this case the authors show that the Kalman Filter is still the optimal estimator, although boundedness of the error depends directly upon the channel arrival probability...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2004
ISSN: 0018-9286
DOI: 10.1109/tac.2004.834121