An alternative look at the constant-gain kalman filter for state estimation over erasure channels

Eduardo I. Silva, Miguel A. Solis

Resultado de la investigación: Contribución a una revistaArtículorevisión exhaustiva

50 Citas (Scopus)

Resumen

This technical note studies state estimation problems subject to data loss. We consider a class of switched estimators, where missing data is replaced by optimal estimates. The considered class of estimators encompasses a number of estimation schemes proposed in the literature. We show that the estimator that minimizes the steady-state estimation error covariance within that class, is given by a constant-gain Kalman filter which was previously proposed as an alternative to the Kalman filter with intermittent observations. As a by-product of our results, we derive expressions that allow one to compare, analytically, popular suboptimal data-dropout compensation mechanisms.

Idioma originalInglés
Número de artículo6517257
Páginas (desde-hasta)3259-3265
Número de páginas7
PublicaciónIEEE Transactions on Automatic Control
Volumen58
N.º12
DOI
EstadoPublicada - 1 dic. 2013
Publicado de forma externa

Áreas temáticas de ASJC Scopus

  • Ingeniería de control y sistemas
  • Informática aplicada
  • Ingeniería eléctrica y electrónica

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