Title :
Kalman filtering with scheduled measurements - Part I: Estimation framework
Author :
You, Keyou ; Xie, Lihua
Author_Institution :
Center for E-City, Nanyang Technol. Univ., Singapore, Singapore
Abstract :
This paper proposes an estimation framework under scheduled measurements for linear discrete-time stochastic systems. Both controllable and uncontrollable schedulers are considered. Under a controllable scheduler, only the normalized measurement innovation greater than a threshold will be communicated to the estimator. While under an uncontrollable scheduler, the time duration between consecutive sensor communications is triggered by an independent and identically distributed process. For both types of scheduler, recursive estimators that achieve the minimum mean square estimation error are derived, respectively. Moreover, necessary and sufficient conditions for stability of the mean square estimation error are provided.
Keywords :
Kalman filters; discrete time filters; least mean squares methods; linear systems; recursive estimation; stochastic systems; Kalman filtering; consecutive sensor communications; controllable scheduler; estimation framework; identically distributed process; independent process; linear discrete-time stochastic system; mean square estimation error stability; minimum mean square estimation error; necessary and sufficient conditions; normalized measurement innovation; recursive estimators; scheduled measurements; uncontrollable scheduler; Control systems; Indexes; Kalman filtering; Linear system; communication rate; controllable and uncontrollable scheduler; stability;
Conference_Titel :
Intelligent Control and Automation (WCICA), 2012 10th World Congress on
Conference_Location :
Beijing
Print_ISBN :
978-1-4673-1397-1
DOI :
10.1109/WCICA.2012.6358249