Bayesian filtering with unknown sensor measurement losses

• Main Authors: Zhang, Jiaqi, You, Keyou, Xie, Lihua
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2020
• Subjects: Engineering::Electrical and electronic engineering; Intermittent Kalman filter (IKF); Networked Estimation
• Online Access: https://hdl.handle.net/10356/145323
• Institution: Nanyang Technological University

This paper studies the state estimation problem of a stochastic nonlinear system with unknown sensor measurement losses. If the estimator knows the sensor measurement losses of a linear Gaussian system, the minimum variance estimate is easily computed by the celebrated intermittent Kalman filter (IK...