A Kalman filter with intermittent observations and reconstruction of data losses

• Autorzy: Rhouma Taouba , Keller Jean-Yves , Abdelkrim Mohamed Naceur

Identyfikatory

DOI

10.34768/amcs-2022-0018

• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

Kalman filter; intermittent unknown inputs; linear system; intermittent observation

PL

filtr Kalmana; układ liniowy; obserwacja okresowa

• Wydawca: Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2022
• Tom: Vol. 32, no. 2
• Strony: 241--253
• Opis fizyczny: Bibliogr. 50 poz., rys., wykr.

Twórcy

autor

Rhouma Taouba

• Laboratory of Modeling, Analysis and Control, National Engineering School of Gabes, University of Gabes, Omar Ibn Khattab Street, 6029 Gabes, Tunisia

autor

Keller Jean-Yves

• Henri Poincaré University Institute of Technology of Longwy, University of Lorraine, 186 rue de Lorraine, 54400 Cosnes-et-Romain, France

autor

Abdelkrim Mohamed Naceur

• Laboratory of Modeling, Analysis and Control, National Engineering School of Gabes, University of Gabes, Omar Ibn Khattab Street, 6029 Gabes, Tunisia

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