• DocumentCode
    577752
  • 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
  • fYear
    2012
  • fDate
    6-8 July 2012
  • Firstpage
    2251
  • Lastpage
    2256
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Intelligent Control and Automation (WCICA), 2012 10th World Congress on
  • Conference_Location
    Beijing
  • Print_ISBN
    978-1-4673-1397-1
  • Type

    conf

  • DOI
    10.1109/WCICA.2012.6358249
  • Filename
    6358249