Kalman filtering with intermittent observations. Sinopoli, B., Schenato, L., Franceschetti, M., Poolla, K., Jordan, M. I., & Sastry, S. S. IEEE Transactions on Automatic Control, 49(9):1453–1464, September, 2004.
doi  abstract   bibtex   
Motivated by navigation and tracking applications within sensor networks, we consider the problem of performing Kalman filtering with intermittent observations. When data travel along unreliable communication channels in a large, wireless, multihop sensor network, the effect of communication delays and loss of information in the control loop cannot be neglected. We address this problem starting from the discrete Kalman filtering formulation, and modeling the arrival of the observation as a random process. We study the statistical convergence properties of the estimation error covariance, showing the existence of a critical value for the arrival rate of the observations, beyond which a transition to an unbounded state error covariance occurs. We also give upper and lower bounds on this expected state error covariance.
@article{sinopoli_kalman_2004,
	title = {Kalman filtering with intermittent observations},
	volume = {49},
	issn = {2334-3303},
	doi = {10.1109/TAC.2004.834121},
	abstract = {Motivated by navigation and tracking applications within sensor networks, we consider the problem of performing Kalman filtering with intermittent observations. When data travel along unreliable communication channels in a large, wireless, multihop sensor network, the effect of communication delays and loss of information in the control loop cannot be neglected. We address this problem starting from the discrete Kalman filtering formulation, and modeling the arrival of the observation as a random process. We study the statistical convergence properties of the estimation error covariance, showing the existence of a critical value for the arrival rate of the observations, beyond which a transition to an unbounded state error covariance occurs. We also give upper and lower bounds on this expected state error covariance.},
	number = {9},
	journal = {IEEE Transactions on Automatic Control},
	author = {Sinopoli, Bruno and Schenato, Luca and Franceschetti, Massimo and Poolla, Kameshwar and Jordan, Michael I. and Sastry, Shankar S.},
	month = sep,
	year = {2004},
	keywords = {Communication channels, Communication system control, Convergence, Delay effects, Filtering, Kalman filters, Navigation, Random processes, Spread spectrum communication, Wireless sensor networks, adaptive Kalman filters, convergence, covariance analysis, covariance matrices, discrete Kalman filtering, estimation error covariance, intermittent observations, multihop sensor networks, online adaptive filtering, random processes, state estimation, statistical convergence, telecommunication channels, telecommunication control, unbounded state error covariance, unreliable communication channels, wireless sensor networks},
	pages = {1453--1464}
}

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