1. bookVolume 32 (2022): Edizione 2 (June 2022)
    Towards Self-Healing Systems through Diagnostics, Fault-Tolerance and Design (Special section, pp. 171-269), Marcin Witczak and Ralf Stetter (Eds.)
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eISSN
2083-8492
Prima pubblicazione
05 Apr 2007
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4 volte all'anno
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Inglese
access type Accesso libero

A Kalman Filter with Intermittent Observations and Reconstruction of Data Losses

Pubblicato online: 04 Jul 2022
Volume & Edizione: Volume 32 (2022) - Edizione 2 (June 2022)<br/>Towards Self-Healing Systems through Diagnostics, Fault-Tolerance and Design (Special section, pp. 171-269), Marcin Witczak and Ralf Stetter (Eds.)
Pagine: 241 - 253
Ricevuto: 29 Dec 2021
Accettato: 09 Apr 2022
Dettagli della rivista
License
Formato
Rivista
eISSN
2083-8492
Prima pubblicazione
05 Apr 2007
Frequenza di pubblicazione
4 volte all'anno
Lingue
Inglese
Abstract

This paper deals with the problem of joint state and unknown input estimation for stochastic discrete-time linear systems subject to intermittent unknown inputs on measurements. A Kalman filter approach is proposed for state prediction and intermittent unknown input reconstruction. The filter design is based on the minimization of the trace of the state estimation error covariance matrix under the constraint that the state prediction error is decoupled from active unknown inputs corrupting measurements at the current time. When the system is not strongly detectable, a sufficient stochastic stability condition on the mathematical expectation of the random state prediction errors covariance matrix is established in the case where the arrival binary sequences of unknown inputs follow independent random Bernoulli processes. When the intermittent unknown inputs on measurements represent intermittent observations, an illustrative example shows that the proposed filter corresponds to a Kalman filter with intermittent observations having the ability to generate a minimum variance unbiased prediction of measurement losses.

Keywords

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