Title :
A Kalman filter with censored data
Author :
Ibarz-Gabardós, Borja ; Zufiria, Pedro J.
Author_Institution :
Rey Juan Carlos Univ., Spain
Abstract :
In this paper a state estimation problem is addressed where part of the available data are interval censored. Censored and non-censored data are taken into account in an optimal manner via an extension of the state estimation technique known as the Kalman filter. This estimation procedure improves on the performance of estimators based only on non-censored data.
Keywords :
Kalman filters; signal processing; state estimation; Kalman filter; censored data; state estimation problem; Computational modeling; Covariance matrix; Random variables; Sensor systems; State estimation; Telecommunication standards;
Conference_Titel :
Intelligent Signal Processing, 2005 IEEE International Workshop on
Print_ISBN :
0-7803-9030-X
Electronic_ISBN :
0-7803-9031-8
DOI :
10.1109/WISP.2005.1531636
