Extended Kalman filtering subject to random transmission delays: Dealing with packet disorders

作者: Dan Liu , Zidong Wang , Yurong Liu , Fuad E. Alsaadi

DOI: 10.1016/J.INFFUS.2020.02.006

关键词: Extended Kalman filterUpper and lower boundsCovarianceIndependent and identically distributed random variablesFilter designProbability distributionControl theoryComputer scienceKalman filterFilter (signal processing)

摘要: … This paper studies the extended Kalman filtering problem for a class of nonlinear discrete-time systems … Under the proposed extended Kalman filter, an upper bound for the filtering error …

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