Abstract | ||
---|---|---|
The article investigates the problem of estimating the state of a time-varying system with a linear measurement model; in particular, the article considers the case where the number of measurements available can be smaller than the number of states. In lieu of a batch linear least-squares approach—well-suited for static networks, where a sufficient number of measurements could be collected to obtain a full-rank design matrix—the article proposes an online algorithm to estimate the possibly time-varying state by processing measurements as and when available. The design of the algorithm hinges on a generalized least-squares cost augmented with a proximal-point-type regularization. With the solution of the regularized least-squares problem available in closed-form, the online algorithm is written as a linear dynamical system where the state is updated based on the previous estimate and based on the new available measurements. Conditions under which the algorithmic steps are in fact a contractive mapping are shown, and bounds on the estimation error are derived for different noise models. Numerical simulations are provided to corroborate the analytical findings. |
Year | DOI | Venue |
---|---|---|
2022 | 10.1109/TAC.2021.3120679 | IEEE Transactions on Automatic Control |
Keywords | DocType | Volume |
Asynchronous sensors,networked systems,state estimation,time-varying systems | Journal | 67 |
Issue | ISSN | Citations |
10 | 0018-9286 | 0 |
PageRank | References | Authors |
0.34 | 11 | 4 |
Name | Order | Citations | PageRank |
---|---|---|---|
Guido Cavraro | 1 | 69 | 10.25 |
Emiliano Dall'Anese | 2 | 360 | 38.11 |
Joshua Comden | 3 | 0 | 0.68 |
Andrey Bernstein | 4 | 29 | 8.99 |