DocumentCode
2403354
Title
A Kalman filter with censored data
Author
Ibarz-Gabardós, Borja ; Zufiria, Pedro J.
Author_Institution
Rey Juan Carlos Univ., Spain
fYear
2005
fDate
1-3 Sept. 2005
Firstpage
74
Lastpage
79
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Signal Processing, 2005 IEEE International Workshop on
Print_ISBN
0-7803-9030-X
Electronic_ISBN
0-7803-9031-8
Type
conf
DOI
10.1109/WISP.2005.1531636
Filename
1531636
Link To Document