Name
Title | ||
|---|---|---|
An Alternative Look at the Constant-Gain Kalman Filter for State Estimation Over Erasure Channels. |
Abstract | ||
|---|---|---|
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. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1109/TAC.2013.2263647 | IEEE Trans. Automat. Contr. |
Keywords | Field | DocType |
Kalman filters,Steady-state,State estimation,Channel estimation,Covariance matrices,Signal to noise ratio | Extended Kalman filter,Control theory,Binary erasure channel,Kalman filter,Optimal estimation,Missing data,Invariant extended Kalman filter,Mathematics,Estimator,Covariance | Journal |
Volume | Issue | ISSN |
58 | 12 | 0018-9286 |
Citations | PageRank | References |
15 | 0.68 | 15 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Eduardo I. Silva | 1 | 197 | 17.48 |
| Miguel A. Solis | 2 | 15 | 0.68 |