Event based estimation with correlated noises

被引:4
作者
Chitraganti, Shaikshavali [1 ]
Abkerane, Samir [2 ]
机构
[1] Indian Inst Technol Palakkad, Dept Elect Engn, Palakkad 678557, Kerala, India
[2] Univ Lorraine, CRAN CNRS UMR 7039, F-54500 Vandoeuvre Les Nancy, France
来源
JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS | 2019年 / 356卷 / 13期
关键词
TRIGGERED STATE ESTIMATION; NONLINEAR-SYSTEMS; NETWORKED SYSTEMS; GAUSSIAN FILTER; KALMAN FILTER; DESIGN; FUSION;
D O I
10.1016/j.jfranklin.2019.06.018
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
For a linear system having event based measurements and correlated noises, a state estimation algorithm is proposed. A general event based sampling is employed to obtain the measurements, where in the case of unavailability of measurements, event based strategy itself is used to obtain approximate state and covariance estimates. To deal with correlated noises, a two-step ahead prediction approach is employed to obtain recursive equations for estimated state and covariance. The obtained results are illustrated using a simulation example. (C) 2019 Published by Elsevier Ltd on behalf of The Franklin Institute.
引用
收藏
页码:7533 / 7547
页数:15
相关论文
共 38 条
[1]  
[Anonymous], 2004, ESTIMATION APPL TRAC
[2]  
Bemporad A, 2010, LECT NOTES CONTR INF, V406, P149
[3]   Optimal state estimation for networked systems with random parameter matrices, correlated noises and delayed measurements [J].
Caballero-Aguila, R. ;
Hermoso-Carazo, A. ;
Linares-Perez, J. .
INTERNATIONAL JOURNAL OF GENERAL SYSTEMS, 2015, 44 (02) :142-154
[4]   Marginal unscented Kalman filter for cross-correlated process and observation noise at the same epoch [J].
Chang, Guobin .
IET RADAR SONAR AND NAVIGATION, 2014, 8 (01) :54-64
[5]   Product of Gaussians for speech recognition [J].
Gales, MJF ;
Airey, SS .
COMPUTER SPEECH AND LANGUAGE, 2006, 20 (01) :22-40
[6]  
Gustafsson F., 2000, ADAPTIVE FILTERING C
[7]   Stochastic Event-Triggered Sensor Schedule for Remote State Estimation [J].
Han, Duo ;
Mo, Yilin ;
Wu, Junfeng ;
Weerakkody, Sean ;
Sinopoli, Bruno ;
Shi, Ling .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2015, 60 (10) :2661-2675
[8]   A survey of recent results in networked control systems [J].
Hespanha, Joao P. ;
Naghshtabrizi, Payam ;
Xu, Yonggang .
PROCEEDINGS OF THE IEEE, 2007, 95 (01) :138-162
[9]   Robust event-triggered state estimation: A risk-sensitive approach [J].
Huang, Jiarao ;
Shi, Dawei ;
Chen, Tongwen .
AUTOMATICA, 2019, 99 :253-265
[10]   Design of Gaussian Approximate Filter and Smoother for Nonlinear Systems with Correlated Noises at One Epoch Apart [J].
Huang, Yulong ;
Zhang, Yonggang ;
Li, Ning ;
Shi, Zhen .
CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2016, 35 (11) :3981-4008