Title
Event-Based State Estimation of Hidden Markov Models Through a Gilbert–Elliott Channel
Abstract
In this note, the problem of event-based state estimation for a finite-state hidden Markov model under a generic stochastic event-triggering condition and an unreliable communication channel is investigated. The effect of packet dropout is characterized with a Gilbert–Elliott process. Utilizing the change of probability measure approach, the packet dropout model and the event-triggered measurement information available to the estimator, analytical expressions for the conditional probability distributions of the states are obtained, based on which the optimal event-based state estimates can be further calculated, together with a closed-form expression of the average sensor-to-estimator communication rate. The effectiveness of the proposed results is illustrated by an application to a wireless automated machine health monitoring problem.
Year
DOI
Venue
2017
10.1109/TAC.2017.2671037
IEEE Transactions on Automatic Control
Keywords
Field
DocType
Hidden Markov models,State estimation,Channel estimation,Stochastic processes,Loss measurement,Probability distribution
Mathematical optimization,Markov process,Continuous-time Markov chain,Markov property,Conditional probability,Markov model,Markov chain,Variable-order Markov model,Mathematics,Hidden semi-Markov model
Journal
Volume
Issue
ISSN
62
7
0018-9286
Citations 
PageRank 
References 
1
0.37
18
Authors
4
Name
Order
Citations
PageRank
Wentao Chen1193.56
JunZheng Wang23316.27
Dawei Shi331226.03
Ling Shi41717107.86