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Kalman filtering with intermittent observations: Bounds on the error covariance distribution | IEEE Conference Publication | IEEE Xplore

Kalman filtering with intermittent observations: Bounds on the error covariance distribution


Abstract:

When measurements are subject to random losses, the covariance of the estimation error of a state estimator becomes a random variable. In this paper we present bounds on ...Show More

Abstract:

When measurements are subject to random losses, the covariance of the estimation error of a state estimator becomes a random variable. In this paper we present bounds on the cumulative distribution function of the covariance of the estimation error for a discrete time linear system. We also show that the bounds can be arbitrarily tight if sufficient computational power is available. Numerical simulations show that the proposed method provides tighter bounds than the ones available in the literature.
Date of Conference: 12-15 December 2011
Date Added to IEEE Xplore: 01 March 2012
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Conference Location: Orlando, FL, USA

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