Robustification and optimization of a Kalman filter with measurement loss using linear precoding

Authors:
Rainer Blind;Stefan Uhlich;Bin Yang;Frank Allgöwer
Affiliations:
Institute for Systems Theory and Automatic Control, University of Stuttgart, Germany;System Theory and Signal Processing, University of Stuttgart, Germany;System Theory and Signal Processing, University of Stuttgart, Germany;Institute for Systems Theory and Automatic Control, University of Stuttgart, Germany
Venue:
ACC'09 Proceedings of the 2009 conference on American Control Conference
Year:
2009

Citing 2
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Abstract

This paper considers a linear precoding for a Kalman filter which receives the measurements over an erasure channel. We show how to design the precoding matrix that either robustifies the Kalman filter with respect to packet losses or reduces the estimation error. The effectiveness of the proposed method is demonstrated by two examples.