Title
Bayesian Filtering with Unknown Sensor Measurement Losses.
Abstract
This paper studies the state estimation problem of a stochastic nonlinear system with <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">unknown</italic> sensor measurement losses. If the estimator knows the sensor measurement losses of a linear Gaussian system, the minimum variance estimate is easily computed by the celebrated intermittent Kalman filter (IKF). However, this will no longer be the case when the measurement losses are unknown and/or the system is nonlinear or non-Gaussian. By exploiting the binary property of the measurement loss process and the IKF, we design three suboptimal filters for the state estimation, that is, BKF-I, BKF-II, and RBPF. The BKF-I is based on the MAP estimator of the measurement loss process and the BKF-II is derived by estimating the conditional loss probability. The RBPF is a particle filter-based algorithm that marginalizes out the loss process to increase the efficiency of particles. All of the proposed filters can be easily implemented in recursive forms. Finally, a linear system, a target tracking system, and a quadrotor's path control problem are included to illustrate their effectiveness, and show the tradeoff between computational complexity and estimation accuracy of the proposed filters.
Year
DOI
Venue
2018
10.1109/tcns.2018.2802872
IEEE Transactions on Control of Network Systems
Keywords
DocType
Volume
Loss measurement,Atmospheric measurements,Particle measurements,Estimation,Kalman filters,Noise measurement,Computational complexity
Journal
abs/1801.07945
Issue
ISSN
Citations 
1
2325-5870
5
PageRank 
References 
Authors
0.39
0
3
Name
Order
Citations
PageRank
Zhang, Jiaqi17311.73
Keyou You283150.16
Lihua Xie35686405.63