Optimal Kalman filtering with random sensor delays, packet dropouts and missing measurements

Author

Moayedi, Maryam ; Soh, Yeng Chai ; Foo, Yung Kuan

Author_Institution

Nanyang Technol. Univ., Singapore, Singapore

fYear

2009

fDate

10-12 June 2009

Firstpage

3405

Lastpage

3410

Abstract

In this paper an optimal Kalman filter design problem is studied for networked stochastic linear discrete-time systems with random measurement delays, packet dropouts and missing measurements. Any of these three uncertainties in the measurement can occur in the network in the same run. Based on a Markov chain, we develop a unified/combined model to accommodate random delay, packet dropouts and missing measurements. Some simulation examples are presented to show the effectiveness of the proposed approach.

Keywords

Kalman filters; Markov processes; discrete time systems; linear systems; optimal control; random processes; sensors; stochastic systems; Markov chain; missing measurement; networked stochastic linear discrete-time system; optimal Kalman filter design; packet dropout; random measurement delay; random sensor delay; Communication networks; Communication system control; Control systems; Delay; Filtering; Kalman filters; Measurement uncertainty; Nonlinear filters; Stochastic systems; Uncertain systems;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 2009. ACC '09.

Conference_Location

St. Louis, MO

ISSN

0743-1619

Print_ISBN

978-1-4244-4523-3

Electronic_ISBN

0743-1619

Type

conf

DOI

10.1109/ACC.2009.5160216

Filename

5160216