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Diffusion Kalman filter for distributed estimation with intermittent observations

  • Beijing University of Posts and Telecommunications

科研成果: 书/报告/会议事项章节会议稿件同行评审

摘要

We consider the problem of distributed estimation for stochastic linear systems with intermittent observations. An optimal diffusion Kalman filter has been derived by minimizing the mean-squared estimation error for each node. Convergence of the estimation error covariance is proved under some mild assumptions and an upper bound is obtained for the estimation error covariance. A critical value for the arrival rate of observations is provided such that the estimation error covariance is bounded. The effectiveness of the proposed filter is validated via a numerical example involving tracking a moving target in a sensor network.

源语言英语
主期刊名ACC 2015 - 2015 American Control Conference
出版商Institute of Electrical and Electronics Engineers Inc.
4455-4460
页数6
ISBN(电子版)9781479986842
DOI
出版状态已出版 - 28 7月 2015
活动2015 American Control Conference, ACC 2015 - Chicago, 美国
期限: 1 7月 20153 7月 2015

出版系列

姓名Proceedings of the American Control Conference
2015-July
ISSN(印刷版)0743-1619

会议

会议2015 American Control Conference, ACC 2015
国家/地区美国
Chicago
时期1/07/153/07/15

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