Kalman filtering with partial observation losses

Proceedings of the IEEE Conference on Decision and Control

Volumn 4, Issue , 2004, Pages 4180-4186

  Liu, Xiangheng ^a   Goldsmith, Andrea ^a  

^a Stanford University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DATA REDUCTION; ERROR ANALYSIS; INFORMATION ANALYSIS; ITERATIVE METHODS; LINEAR SYSTEMS; MATRIX ALGEBRA; PACKET NETWORKS; PROBLEM SOLVING; VECTORS;

GAUSSIAN RANDOM VECTORS; LINEAR MATRICES; PACKET LOSSES; SEMIDEFINITE PROGRAMS (SDP);

KALMAN FILTERING;

EID: 14244257885     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2004.1429408     Document Type: Conference Paper

References (7)

1. R. E. Kalman, A New Approach to Linear Filtering and Prediction Problems, Transactions of ASME, Journal of Basic Engineering on Automatic Control, pp. 35-45, Mar. 1960.
2. B. Anderson and J. Moore, Optimal Filtering, Prentice Hall, 1990.
3. B. Sinopoli et. al., Kalman Filtering with Intermittent Observations, Proc. IEEE Conf. on Decision and Control, pp. 701-708, Dec. 2003.
4. M. Micheli and M. I. Jordan, Random Sampling of a continuous-time stochastic dynamical system, Proc. 15th Intl. Symposium on the Mathematical Theory of Networks and Systems (MTNS), August 2002.
5. M. Micheli, Random Sampling of a Continuous-time Stochastic Dynamical System: Analysis, State Estimation, Applications, Master's Thesis, University of California, Berkeley, 2001.
6. Roger Horn and Charles Johnson, Matrix Analysis, Cambridge University Press, 1990.
7. Xiangheng Liu and Andrea Goldsmith, Kalman Filtering with Partial Observation Losses, To Appear, submitted to IEEE Trans. on Autom. Control, also available at http://wsl.stanford.edu/Publications.html