• 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