A SUB-OPTIMAL KALMAN FILTERING FOR DISCRETE-TIME LTI SYSTEMS WITH LOSS OF DATA

Naeem Khan; Sajjad Fekri; Dawei Gu

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Paper

A SUB-OPTIMAL KALMAN FILTERING FOR DISCRETE-TIME LTI SYSTEMS WITH LOSS OF DATA

Topics: Discrete Event Systems; Signal Reconstruction; Speech Recognition; System Identification

In Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO, 201-207, 2010 , Funchal, Madeira, Portugal

Authors: Naeem Khan ; Sajjad Fekri and Dawei Gu

Affiliation: University of Leicester, United Kingdom

Keyword(s): Linear prediction coefficients, Open loop estimation, Autocorrelation, Optimization.

Related Ontology Subjects/Areas/Topics: Discrete Event Systems ; Informatics in Control, Automation and Robotics ; Signal Processing, Sensors, Systems Modeling and Control ; Signal Reconstruction ; Speech Recognition ; System Identification

Abstract: In this paper a sub-optimal Kalman filter estimator is designed for the plants subject to loss of data or insufficient observation. The methodology utilized is based on the closed-loop compensation algorithm which is computed through the so-called Modified Linear Prediction Coefficient (MLPC) observation scheme. The proposed approach is aimed at the artificial observation vector which in fact corrects the prediction cycle when loss of data occurs. A non-trivial mass-spring-dashpot case study is also selected to demonstrate some of the key issues that arise when using the proposed sub-optimal filtering algorithm under missing data.

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Paper citation in several formats:

Khan, N.; Fekri, S. and Gu, D. (2010). A SUB-OPTIMAL KALMAN FILTERING FOR DISCRETE-TIME LTI SYSTEMS WITH LOSS OF DATA. In Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO; ISBN 978-989-8425-02-7; ISSN 2184-2809, SciTePress, pages 201-207. DOI: 10.5220/0002953402010207

@conference{icinco10,
author={Naeem Khan. and Sajjad Fekri. and Dawei Gu.},
title={A SUB-OPTIMAL KALMAN FILTERING FOR DISCRETE-TIME LTI SYSTEMS WITH LOSS OF DATA},
booktitle={Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO},
year={2010},
pages={201-207},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0002953402010207},
isbn={978-989-8425-02-7},
issn={2184-2809},
}

TY - CONF

JO - Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO
TI - A SUB-OPTIMAL KALMAN FILTERING FOR DISCRETE-TIME LTI SYSTEMS WITH LOSS OF DATA
SN - 978-989-8425-02-7
IS - 2184-2809
AU - Khan, N.
AU - Fekri, S.
AU - Gu, D.
PY - 2010
SP - 201
EP - 207
DO - 10.5220/0002953402010207
PB - SciTePress