On Kalman smoothing with random packet loss

被引：27

作者：

Leong, Alex S. ^{[1
]}

Dey, Subhrakanti ^{[1
]}

Evans, Jamie S. ^{[1
]}

机构：

[1] Univ Melbourne, Dept Elect & Elect Engn, ARC Special Res Ctr, Ultra Broadband Informat Networks, Parkville, Vic 3010, Australia

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 2008年 / 56卷 / 07期

关键词：

Kalman filtering; Kalman smoothing; missing observations; retransmissions; stability;

D O I：

10.1109/TSP.2008.920470

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

This correspondence studies the performance of Kalman fixed lag smoothers with random packet losses and its comparison with the Kalman filter with packet loss. In terms of estimator stability via boundedness of the expectation of the error covariance, we show that smoothing does not provide any benefit over filtering. On the other hand, it is demonstrated that using a probabilistic notion of performance, smoothing can provide significant gains when compared to Kalman filtering. An analysis of Kalman filtering using two simple retransmission schemes and its comparison with Kalman smoothing is also made.

引用

页码：3346 / 3351

页数：6

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