Estimation of saturated data using the Tobit Kalman filter

Proceedings of the American Control Conference

Volumn , Issue , 2014, Pages 4151-4156

  Allik, Bethany ^a   Miller, Cory ^a   Piovoso, Michael J ^b   Zurakowski, Ryan ^a  

^a UNIVERSITY OF DELAWARE   (United States)

^b PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

Estimation; Kalman filtering

Indexed keywords

CONTROL; ESTIMATION;

CENSORED DATA; ENGINEERING APPLICATIONS; IMAGE BASED TRACKING; KALMAN-FILTERING; LOWER LIMITS; SATURATION LIMITS; STANDARD KALMAN FILTERS; UPPER LIMITS;

KALMAN FILTERS;

EID: 84905675042     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.2014.6859251     Document Type: Conference Paper

References (22)

1. J. Tobin, "Estimation of relationships for limited dependent variables", Econometrica: Journal of the Econometric Society, pp. 24-36, 1958.
2. B. Allik, C. Miller, M. Piovoso, and R. Zurakowski, "The tobit kalman filter: An estimator for censored data", IEEE Transactions on Control Systems Technology, p. (submitted), Sept 2013.
3. J. Hampshire and J. Strohbehn, "Tobit maximum-likelihood estimation for stochastic time series affected by receiver saturation", Information Theory, IEEE Transactions on, vol. 38, no. 2, pp. 457-469, 1992.
4. J. McDonald and R. Moffitt, "The uses of Tobit analysis", The review of economics and statistics, vol. 62, no. 2, pp. 318-321, 1980.
5. T. Amemiya, "The estimation of a simultaneous-equation Tobit model", International Economic Review, pp. 169-181, 1979.
6. R. Carson and Y. Sun, "The Tobit model with a nonzero threshold", The Econometrics Journal, vol. 10, no. 3, pp. 488-502, 2007.
7. T. Amemiya, "Regression analysis when the dependent variable is truncated normal", Econometrica: Journal of the Econometric Society, pp. 997-1016, 1973.
8. R. Smith and R. Blundell, "An exogeneity test for a simultaneous equation Tobit model with an application to labor supply", Econometrica: Journal of the Econometric Society, pp. 679-685, 1986.
9. W. Schnedler, "Likelihood estimation for censored random vectors", Econometric Reviews, vol. 24, no. 2, pp. 195-217, 2005.
10. B. Sinopoli, L. Schenato, M. Franceschetti, K. Poolla, M. Jordan, and S. Sastry, "Kalman filtering with intermittent observations", Automatic Control, IEEE Transactions on, vol. 49, no. 9, pp. 1453-1464, 2004.
11. S. Kar, B. Sinopoli, and J. Moura, "Kalman filtering with intermittent observations: Weak convergence to a stationary distribution", Automatic Control, IEEE Transactions on, vol. 57, no. 2, pp. 405-420, 2012.
12. B. Ibarz-Gabardos and P. J. Zufiria, "A Kalman filter with censored data", Intelligent Signal Processing, 2005 IEEE International Workshop on, pp. 74-79, 2005.
13. Y. Zheng, R. Niu, and P. K. S. S. P. W. S.. I. Varshney, "Sequential Bayesian estimation with censored data", Statistical Signal Processing Workshop (SSP), 2012 IEEE, 2012.
14. C. Rago, P. Willett, and Y. Bar-Shalom, "Censoring sensors: A lowcommunication-rate scheme for distributed detection", Aerospace and Electronic Systems, IEEE Transactions on, vol. 32, no. 2, pp. 554-568, 1996.
15. C. Andrieu and A. Doucet, "Particle filtering for partially observed gaussian state space models", Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 64, no. 4, pp. 827-836, 2002.
16. M. C, B. Allik, M. Ilg, and R. Zurakowski, "Kalman filter-based tracking of multiple similar objects from a moving camera platform", in Decision and Control (CDC), 2012 IEEE 51st Annual Conference on, 2012, pp. 5679-5684.
17. B. M. Adams, H. T. Banks, M. Davidian, and E. S. Rosenberg, "Estimation and prediction with HIV-treatment interruption data." Bull Math Biol, vol. 69, no. 2, pp. 563-584, Feb. 2007.
18. J. David, H. Tran, and H. T. Banks, "Receding Horizon Control of HIV", Optim. Control Appl. Meth., pp. n/a-n/a, Oct. 2010.
19. Y. Huang, H. Wu, and E. P. Acosta, "Hierarchical Bayesian inference for HIV dynamic differential equation models incorporating multiple treatment factors", Biom. J., vol. 52, no. 4, pp. 470-486, Jul. 2010.
20. H. Putter, S. H. Heisterkamp, J. M. A. Lange, and F. De Wolf, "A Bayesian approach to parameter estimation in HIV dynamical models." Stat Med, vol. 21, no. 15, pp. 2199-2214, Aug. 2002.
21. R. Luo, E. F. Cardozo, M. J. Piovoso, H. Wu, M. J. Buzón, J. Martinez-Picado, and R. Zurakowski, "Modelling HIV-1 2-LTR Dynamics Following Raltegravir Intensification", Journal of the Royal Society Interface, vol. 10, no. 84, p. 20130186, Apr. 2013.
22. B. Allik, M. Ilg, and R. Zurakowski, "Ballistic roll estimation using ekf frequency tracking adaptive noise cancellation", IEEE Transactions on Aerospace and Electronic Systems, pp. 2546-2553, Oct. 2013.