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|Title: ||Kalman filtering over a packet-dropping network : a probabilistic perspective|
|Authors: ||Shi, Ling|
Murray, Richard M.
|Keywords: ||Kalman filtering|
|Issue Date: ||Mar-2010 |
|Citation: ||IEEE Transactions on Automatic Control, vol. 55, no. 3, March 2010, p. 594-604|
|Abstract: ||We consider the problem of state estimation of a discrete time process over a packet-dropping network. Previous work on Kalman filtering with intermittent observations is concerned with the asymptotic behavior of E[Pk], i.e., the expected value of the error covariance, for a given packet arrival rate. We consider a different performance metric, Pr[Pk≤M], i.e., the probability that Pk is bounded by a given M. We consider two scenarios in the paper. In the first scenario, when the sensor sends its measurement data to the remote estimator via a packet-dropping network, we derive lower and upper bounds on Pr[Pk≤M]. In the second scenario, when the sensor preprocesses the measurement data and sends its local state estimate to the estimator, we show that the previously derived lower and upper bounds are equal to each other, hence we are able to provide a closed form expression for Pr[Pk≤M]. We also recover the results in the literature when using Pr[Pk≤M] as a metric for scalar systems. Examples are provided to illustrate the theory developed in the paper.|
|Rights: ||© 2010 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE. This material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. In most cases, these works may not be reposted without the explicit permission of the copyright holder.|
|Appears in Collections:||ECE Journal/Magazine Articles|
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