Title :
Optimal estimation with observation loss and multiplicative noise
Author :
Lu, Xiao ; Wang, Tailei
Author_Institution :
Sch. of Control Sci. & Eng., Shandong Univ., Jinan, China
Abstract :
The optimal estimation for wireless networked systems is studied, where observation is encoded separately and sent over wireless channel, thus the packet loss probability occurs. Multiplicative noises is considered in the system model, and the optimal estimator is derived in mean square sense, and some properties of the estimation error covariance matrix are proposed.
Keywords :
covariance matrices; estimation theory; noise; probability; wireless channels; wireless sensor networks; estimation error covariance matrix; multiplicative noises; observation loss; optimal estimation; packet loss probability; wireless channel; wireless networked system; Estimation; Kalman filters; Mathematical model; Noise; Noise measurement; Smoothing methods; Wireless sensor networks; Optimal estimation; multiplicative noise; observation loss; wireless networked control systems;
Conference_Titel :
Intelligent Control and Automation (WCICA), 2010 8th World Congress on
Conference_Location :
Jinan
Print_ISBN :
978-1-4244-6712-9
DOI :
10.1109/WCICA.2010.5555051
