2019
DOI: 10.1049/iet-cta.2018.5425
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Kalman filtering with state‐dependent packet losses

Abstract: This study addresses the problem of state estimation for discrete-time, linear time invariant systems subject to packet losses, which occur in specific regions of the state space. Most practical estimation problems are characterised by occurrences of loss of observation packets, which makes the packet arrival process a non-stationary statistic, making the analysis and design of such an estimator challenging. This estimation problem subject to state-dependent packet losses is formulated using a state-dependent … Show more

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Cited by 5 publications
(10 citation statements)
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“…It is noted that the HAKF gain K k+1 in (10) will affect the posteriori estimation error e k+1 defined in (12). So, in the next subsection, we present the optimization of K k+1 to minimize the error e k+1 .…”
Section: Measurement Reconstructionmentioning
confidence: 99%
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“…It is noted that the HAKF gain K k+1 in (10) will affect the posteriori estimation error e k+1 defined in (12). So, in the next subsection, we present the optimization of K k+1 to minimize the error e k+1 .…”
Section: Measurement Reconstructionmentioning
confidence: 99%
“…Furthermore, the peakcovariance stability of Kalman filters is proven to be the mean-square stability for a random packet dropout [10,11]. These theories extend to the analysis of Kalman filters with complicated systems [12][13][14][15][16]. The design of Kalman filters with state-dependent packet dropout for the hybrid measurement system is investigated in reference [12].…”
Section: Introductionmentioning
confidence: 99%
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“…Among the design of control and filtering algorithms in the networked environments, a great deal of effort has been made to examine the impacts from the missing measurements or packet dropouts onto the whole system performance [5], [17], [18], [34], [44]. Accordingly, some efficient filtering methods under different criteria have been reported [16], [32], [38], [46].…”
Section: Introductionmentioning
confidence: 99%
“…To tackle the state estimation problem related to statedependent packet dropouts (SDPDs), some initial efforts have been made in [37] where the packet loss has been described by a state-dependent hybrid measurement model and the optimal estimation has been accomplished by using the orthogonal projection approach. The pioneering results presented in [37] have been obtained based on a proposed optimal estimator in the linear minimum mean-square error (MMSE) sense.…”
mentioning
confidence: 99%