Title :
Intermittent Kalman filtering with adversarial erasures: Eigenvalue cycles again
Author :
Se Yong Park ; Sahai, Anant
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Univ. of California at Berkeley, Berkeley, CA, USA
Abstract :
We consider intermittent Kalman filtering with adversarial erasures, and characterize the observability condition. Like intermittent Kalman filtering with random erasures, the concept of eigenvalue cycles turns out to be crucial in the characterization. Moreover, the nonuniform sampling which breaks the eigenvalue cycles can also dramatically increase Kalman filtering robustness against adversarial erasures. Precisely, the system becomes observable as long as the ratio of erasures is strictly less than 1.
Keywords :
Kalman filters; eigenvalues and eigenfunctions; infinite horizon; observability; sampling methods; stability; Kalman filtering robustness; adversarial erasures; eigenvalue cycles; erasures ratio; infinite-horizon intermittent Kalman filtering; nonuniform sampling; observability condition; random erasures; Eigenvalues and eigenfunctions; Estimation error; Jamming; Kalman filters; Observability; Observers; Robustness;
Conference_Titel :
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location :
Firenze
Print_ISBN :
978-1-4673-5714-2
DOI :
10.1109/CDC.2013.6760849