Title :
Optimal Kalman filtering with random sensor delays, packet dropouts and missing measurements
Author :
Moayedi, Maryam ; Soh, Yeng Chai ; Foo, Yung Kuan
Author_Institution :
Nanyang Technol. Univ., Singapore, Singapore
Abstract :
In this paper an optimal Kalman filter design problem is studied for networked stochastic linear discrete-time systems with random measurement delays, packet dropouts and missing measurements. Any of these three uncertainties in the measurement can occur in the network in the same run. Based on a Markov chain, we develop a unified/combined model to accommodate random delay, packet dropouts and missing measurements. Some simulation examples are presented to show the effectiveness of the proposed approach.
Keywords :
Kalman filters; Markov processes; discrete time systems; linear systems; optimal control; random processes; sensors; stochastic systems; Markov chain; missing measurement; networked stochastic linear discrete-time system; optimal Kalman filter design; packet dropout; random measurement delay; random sensor delay; Communication networks; Communication system control; Control systems; Delay; Filtering; Kalman filters; Measurement uncertainty; Nonlinear filters; Stochastic systems; Uncertain systems;
Conference_Titel :
American Control Conference, 2009. ACC '09.
Conference_Location :
St. Louis, MO
Print_ISBN :
978-1-4244-4523-3
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2009.5160216
