On Kalman smoothing with random packet loss
Date
2008
Authors
Leong, A.S.
Dey, S.
Evans, J.S.
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Journal article
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IEEE Transactions on Signal Processing, 2008; 56(7):3346-3351
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Abstract
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.
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Copyright 2008 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.