Kalman Filtering With Intermittent Observations: On the Boundedness of the Expected Error Covariance

DOI10.1109/TAC.2014.2328183zbMath1360.93710MaRDI QIDQ2982988

Fu, Minyue, Eduardo Rath Rohr, Damián Edgardo Marelli

Publication date: 16 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (9)

Stability conditions for multi-sensor state estimation over a lossy network ⋮ Efficient filtering based on Kullback-Leibler divergence for wireless networked control systems with Markovian packet losses ⋮ Peak-to-peak fuzzy filtering of nonlinear discrete-time systems with Markov communication protocol ⋮ Stability of Kalman filtering with a random measurement equation: application to sensor scheduling with intermittent observations ⋮ State estimation over non-acknowledgment networks with Markovian packet dropouts ⋮ Optimal sensor communications in presence of transmission delays and bandwidth limitations ⋮ Multi-sensor state estimation over lossy channels using coded measurements ⋮ Heavy-tails in Kalman filtering with packet losses ⋮ Stability of MMSE state estimators over lossy networks using linear coding

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