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Kalman Filtering Over a Packet-Dropping Network: A Probabilistic Perspective

机译:数据包丢弃网络上的卡尔曼滤波:概率论

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We consider the problem of state estimation of a discrete time process over a packet-dropping network. Previous work on Kalman filtering with intermittent observations is concerned with the asymptotic behavior of E[Pk], i.e., the expected value of the error covariance, for a given packet arrival rate. We consider a different performance metric, Pr[Pk ¿ M], i.e., the probability that Pk is bounded by a given M. We consider two scenarios in the paper. In the first scenario, when the sensor sends its measurement data to the remote estimator via a packet-dropping network, we derive lower and upper bounds on Pr[Pk ¿ M]. In the second scenario, when the sensor preprocesses the measurement data and sends its local state estimate to the estimator, we show that the previously derived lower and upper bounds are equal to each other, hence we are able to provide a closed form expression for Pr[Pk ¿ M]. We also recover the results in the literature when using Pr[Pk ¿ M] as a metric for scalar systems. Examples are provided to illustrate the theory developed in the paper.
机译:我们考虑了丢包网络上离散时间过程的状态估计问题。对于具有间歇性观察结果的卡尔曼滤波的先前工作与E [Pk]的渐近行为有关,即对于给定的分组到达率,误差协方差的期望值。我们考虑一个不同的性能指标Pr [Pk×M],即Pk受给定M限制的概率。我们在本文中考虑了两种情况。在第一种情况下,当传感器通过数据包丢弃网络将其测量数据发送到远程估计器时,我们可以得出Pr [Pk×M]的上限和下限。在第二种情况下,当传感器对测量数据进行预处理并将其本地状态估计值发送到估计器时,我们表明先前导出的下限和上限彼此相等,因此我们能够为Pr提供一个封闭形式的表达式[PkÓM]。当使用Pr [PkﯯÂM]作为标量系统的度量标准时,我们还恢复了文献中的结果。提供了一些例子来说明本文开发的理论。

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