Stability of Kalman filtering with a random measurement equation: application to sensor scheduling with intermittent observations
DOI10.1016/j.automatica.2018.11.003zbMath1406.93373arXiv1806.08098OpenAlexW2963018613WikidataQ128878736 ScholiaQ128878736MaRDI QIDQ1716689
Damián Edgardo Marelli, Tianju Sui, Eduardo Rath Rohr, Fu, Minyue
Publication date: 5 February 2019
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.08098
stability analysisKalman filtersstatistical analysisnetworked control systemssensor networksestimation theory
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)
Related Items (3)
Cites Work
- Unnamed Item
- Unnamed Item
- Sensor data scheduling for optimal state estimation with communication energy constraint
- Mean square stability for Kalman filtering with Markovian packet losses
- Stability of Kalman filtering with Markovian packet losses
- Generalized inverses. Theory and applications.
- Stability conditions for multi-sensor state estimation over a lossy network
- Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses
- On a stochastic sensor selection algorithm with applications in sensor scheduling and sensor coverage
- Stochastic Comparison, Boundedness, Weak Convergence, and Ergodicity of a Random Riccati Equation with Markovian Binary Switching
- Kalman Filtering With Intermittent Observations: On the Boundedness of the Expected Error Covariance
- Kalman Filtering With Scheduled Measurements
- Asymptotically Optimal Parameter Estimation With Scheduled Measurements
- Optimal Estimation in Networked Control Systems Subject to Random Delay and Packet Drop
- Stability of a Random Riccati Equation With Markovian Binary Switching
- On Kalman Filtering for Detectable Systems With Intermittent Observations
- Optimal Scheduling of Scalar Gauss-Markov Systems With a Terminal Cost Function
- Kalman Filtering With Intermittent Observations
- Kalman Filtering With Intermittent Observations: Convergence for Semi-Markov Chains and an Intrinsic Performance Measure
- Optimal Periodic Sensor Scheduling With Limited Resources
- Kalman Filtering With Intermittent Observations: Tail Distribution and Critical Value
- State Estimation Over Sensor Networks With Correlated Wireless Fading Channels
This page was built for publication: Stability of Kalman filtering with a random measurement equation: application to sensor scheduling with intermittent observations