메뉴 건너뛰기




Volumn 56, Issue 2, 2011, Pages 376-381

Kalman filtering with intermittent observations: Convergence for semi-Markov chains and an intrinsic performance measure

Author keywords

Information geometry; intrinsic estimation; Kalman filtering; packet drops

Indexed keywords

GENERAL CLASS; GEOMETRIC PROPERTIES; INFORMATION GEOMETRY; INTERMITTENT OBSERVATION; INTRINSIC ESTIMATION; INTRINSIC PERFORMANCE; KALMAN-FILTERING; PACKET DROPPING; PACKET DROPS; RECURSIONS; RIEMANNIAN DISTANCE; SEMI-MARKOV CHAIN; STATIONARY DISTRIBUTION; TECHNICAL NOTES;

EID: 79951715289     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2010.2097350     Document Type: Article
Times cited : (71)

References (30)
  • 1
    • 85024429815 scopus 로고
    • A new approach to linear filtering and prediction problems
    • R. E. Kalman, "A new approach to linear filtering and prediction problems," Trans. ASME-J. Basic Eng., ser. D, no. 82, pp. 35-45, 1960.
    • (1960) Trans. ASME-J. Basic Eng., Ser. D , Issue.82 , pp. 35-45
    • Kalman, R.E.1
  • 6
    • 62949130816 scopus 로고    scopus 로고
    • A characterization of the critical value for Kalman filtering with intermittent observations
    • Dec.
    • Y. Mo and B. Sinopoli, "A characterization of the critical value for Kalman filtering with intermittent observations," in Proc. IEEE Conf. Decision Control (CDC), Dec. 2008, pp. 2692-2697.
    • (2008) Proc.IEEE Conf. Decision Control (CDC) , pp. 2692-2697
    • Mo, Y.1    Sinopoli, B.2
  • 7
    • 61349124354 scopus 로고    scopus 로고
    • On Kalman filtering for detectable systems with intermittent observations
    • Feb.
    • K. Plarre and F. Bullo, "On Kalman filtering for detectable systems with intermittent observations," IEEE Trans. Autom. Control, vol. 54, no. 2, pp. 386-390, Feb. 2009.
    • (2009) IEEE Trans. Autom. Control , vol.54 , Issue.2 , pp. 386-390
    • Plarre, K.1    Bullo, F.2
  • 8
    • 33847417432 scopus 로고    scopus 로고
    • Stability of Kalman filtering with Markovian packet losses
    • DOI 10.1016/j.automatica.2006.10.023, PII S0005109806004560
    • M. Huang and S. Dey, "Stability of Kalman filtering with Markovian packet losses," Automatica, vol. 43, no. 4, pp. 598-607, 2007. (Pubitemid 46341248)
    • (2007) Automatica , vol.43 , Issue.4 , pp. 598-607
    • Huang, M.1    Dey, S.2
  • 13
    • 46649100601 scopus 로고    scopus 로고
    • Probabilistic performance of state estimation across a lossy network
    • M. Epstein, L. Shi, A. Tiwari, and R. M. Murray, "Probabilistic performance of state estimation across a lossy network," Automatica, vol. 44, no. 12, pp. 3046-3053, 2008.
    • (2008) Automatica , vol.44 , Issue.12 , pp. 3046-3053
    • Epstein, M.1    Shi, L.2    Tiwari, A.3    Murray, R.M.4
  • 14
    • 70449657682 scopus 로고    scopus 로고
    • On the performance of Kalman filtering with intermittent observations:A geometric approach with fractals
    • A. Censi, "On the performance of Kalman filtering with intermittent observations:A geometric approach with fractals," in Proc. Amer. Control Conf. (ACC), 2009, pp. 3806-3812.
    • (2009) Proc. Amer. Control Conf. (ACC) , pp. 3806-3812
    • Censi, A.1
  • 15
    • 77950849337 scopus 로고    scopus 로고
    • On the steady-state performance of Kalman filtering with intermittent observations for stable systems
    • Shanghai, China, Dec.
    • A. Vakili and B. Hassibi, "On the steady-state performance of Kalman filtering with intermittent observations for stable systems," in Proc. IEEE Conf. Decision Control (CDC), Shanghai, China, Dec. 2009, pp. 6847-6852.
    • (2009) Proc.IEEE Conf. Decision Control (CDC) , pp. 6847-6852
    • Vakili, A.1    Hassibi, B.2
  • 18
    • 0003158042 scopus 로고
    • A new class of Markov processes for image encoding
    • M. Barnsley and J. H. Elton, "A new class of Markov processes for image encoding," Adv. Appl. Prob, vol. 20, pp. 14-32, 1988.
    • (1988) Adv. Appl. Prob , vol.20 , pp. 14-32
    • Barnsley, M.1    Elton, J.H.2
  • 19
    • 0027626240 scopus 로고
    • Kalman filtering with random coefficients and contractions
    • P. Bougerol, "Kalman filtering with random coefficients and contractions," SIAM J. Control Optim., vol. 31, no. 4, pp. 942-959, 1993. (Pubitemid 23700357)
    • (1993) SIAM Journal on Control and Optimization , vol.31 , Issue.4 , pp. 942-959
    • Bougerol Philippe1
  • 20
    • 0012417607 scopus 로고    scopus 로고
    • Iterated function systems controlled by a semi-Markov chains
    • O. Stenflo, "Iterated function systems controlled by a semi-Markov chains," Theory Stoch. Processes, vol. 2, no. 18, pp. 305-313, 1996.
    • (1996) Theory Stoch. Processes , vol.2 , Issue.18 , pp. 305-313
    • Stenflo, O.1
  • 23
    • 84980162923 scopus 로고
    • Riemannian center of mass and mollifier smoothing
    • H. Karcher, "Riemannian center of mass and mollifier smoothing," Comm. Pure Appl. Math., vol. 30-35, pp. 509-541, 1977.
    • (1977) Comm. Pure Appl. Math. , vol.30-35 , pp. 509-541
    • Karcher, H.1
  • 24
    • 18844440455 scopus 로고    scopus 로고
    • Covariance, subspace, and intrinsic Cramér-Rao bounds
    • DOI 10.1109/TSP.2005.845428
    • S. Smith, "Covariance, subspace, and intrinsic Cramér-Rao bounds," IEEE Trans. Signal Processing, vol. 53, no. 5, pp. 1610-1630, May 2005. (Pubitemid 40679137)
    • (2005) IEEE Transactions on Signal Processing , vol.53 , Issue.5 , pp. 1610-1630
    • Smith, S.T.1
  • 25
    • 33746718728 scopus 로고    scopus 로고
    • Statistics on the manifold of multivariate normal distributions: Theory and application to diffusion tensor MRI processing
    • DOI 10.1007/s10851-006-6897-z, Special Issue on Mathematics and Image Analysis (MIA'04)
    • C. Lenglet, M. Rousson, R. Deriche, and O. Faugeras, "Statistics on the manifold of multivariate normal distributions: Theory and application to diffusion tensor MRI processing," J. Math. Imag. Vis., vol. 25, no. 3, pp. 423-444, 2006. (Pubitemid 44728466)
    • (2006) Journal of Mathematical Imaging and Vision , vol.25 , Issue.3 , pp. 423-444
    • Lenglet, C.1    Rousson, M.2    Deriche, R.3    Faugeras, O.4
  • 28
    • 70450270685 scopus 로고    scopus 로고
    • An algorithm to compute averages on matrix lie groups
    • Dec.
    • S. Fiori and T. Tanaka, "An algorithm to compute averages on matrix lie groups," IEEE Trans. Signal Processing, vol. 57, no. 12, pp. 4734-4743, Dec. 2009.
    • (2009) IEEE Trans. Signal Processing , vol.57 , Issue.12 , pp. 4734-4743
    • Fiori, S.1    Tanaka, T.2
  • 29
    • 79951705114 scopus 로고    scopus 로고
    • A Gradient Descent Algorithm for Evaluating the Karcher-Fréchet Mean in the Manifold of the Symmetric Positive Definite Matrices and Its Application in Target Detection
    • Universitá degli Studi di Pisa, Pisa, Italy, Tech. Rep., Jul.
    • S. Fortunati, F. Gini, M. S. Greco, A. Farina, A. Graziano, and S. Giompapa, "A Gradient Descent Algorithm for Evaluating the Karcher-Fréchet Mean in the Manifold of the Symmetric Positive Definite Matrices and Its Application in Target Detection," SESM-FNM- SELEX Sistemi Integrati S.p.a., Universitá degli Studi di Pisa, Pisa, Italy, Tech. Rep., Jul. 2010.
    • (2010) SESM-FNM- SELEX Sistemi Integrati S.p.a.
    • Fortunati, S.1    Gini, F.2    Greco, M.S.3    Farina, A.4    Graziano, A.5    Giompapa, S.6
  • 30
    • 33751006315 scopus 로고    scopus 로고
    • Mathematics in the 20th century
    • Providence, RI: Mathematical Association of America
    • M. Atiyah, "Mathematics in the 20th century," in Mathematical Evolutions. Providence, RI: Mathematical Association of America, 2002.
    • (2002) Mathematical Evolutions
    • Atiyah, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.