Sciweavers

Share
11 search results - page 2 / 3
» Maximum-likelihood Kalman filtering for switching discrete-t...
Sort
View
CORR
2008
Springer
124views Education» more  CORR 2008»
9 years 1 months ago
Scheduling Kalman Filters in Continuous Time
A set of N independent Gaussian linear time invariant systems is observed by M sensors whose task is to provide the best possible steady-state causal minimum mean square estimate o...
Jerome Le Ny, Eric Feron, Munther A. Dahleh
CDC
2008
IEEE
148views Control Systems» more  CDC 2008»
9 years 7 months ago
Recursive state estimation for linear systems with mixed stochastic and set-bounded disturbances
Abstract— Recursive state estimation is considered for discrete time linear systems with mixed process and measurement disturbances that have stochastic and (convex) set-bounded ...
Toivo Henningsson
JMLR
2006
105views more  JMLR 2006»
9 years 1 months ago
Expectation Correction for Smoothed Inference in Switching Linear Dynamical Systems
We introduce a method for approximate smoothed inference in a class of switching linear dynamical systems, based on a novel form of Gaussian Sum smoother. This class includes the ...
David Barber
ICASSP
2011
IEEE
8 years 5 months ago
Convergence results in distributed Kalman filtering
Abstract—The paper studies the convergence properties of the estimation error processes in distributed Kalman filtering for potentially unstable linear dynamical systems. In par...
Soummya Kar, Shuguang Cui, H. Vincent Poor, Jos&ea...
CDC
2010
IEEE
128views Control Systems» more  CDC 2010»
8 years 8 months ago
Greedy sensor selection: Leveraging submodularity
ACT We consider the problem of sensor selection in resource constrained sensor networks. The fusion center selects a subset of k sensors from an available pool of m sensors accordi...
Manohar Shamaiah, Siddhartha Banerjee, Haris Vikal...
books