2018
DOI: 10.1002/rnc.4060
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Modified particle filter and Gaussian filter with packet dropouts

Abstract: This technical note is concerned with the nonlinear filtering for networked control systems. First, the modified particle filter algorithm with intermittent observations is proposed and the conditional Cramér-Rao lower (CRL) bound with packet dropouts for nonlinear non-Gaussian system is derived. Second, an upper bound for the CRL bound of the Gaussian filter with packet losses is obtained by constructing a linear Gaussian-Markovian networked system because of the complexity in direct analysis and computation.… Show more

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Cited by 10 publications
(5 citation statements)
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“…By Schur complement, inequality (12) can guarantee H < 0, then E{ΔV(k)} < 0 can be established. Overall, it implies that system (11) under (k) = 0 is mean square asymptotically stable.…”
Section: Proof Consider the Following Lyapunov Functionmentioning
confidence: 99%
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“…By Schur complement, inequality (12) can guarantee H < 0, then E{ΔV(k)} < 0 can be established. Overall, it implies that system (11) under (k) = 0 is mean square asymptotically stable.…”
Section: Proof Consider the Following Lyapunov Functionmentioning
confidence: 99%
“…system (11) possesses a given  ∞ system performance level . In addition, the DOFC matrices in (8) can be derived as…”
Section: Proof Consider the Following Lyapunov Functionmentioning
confidence: 99%
See 1 more Smart Citation
“…2,3 However, due to cyber-attacks 4 and various network-induced constraints, for example, channel congestion, delay, signal degradation, and so forth, packet losses may occur during network transmission. 5,6 In the past two decades, a large number of filtering and state estimation techniques-such as H ∞ filtering, 7 particle filtering, 8 non-fragile state estimation, 9 and robust distributed estimation 10,11 -have been developed for systems with packet losses. According to the observability of packet losses, systems can be divided into two classes: In Figure 1A, a system, in which the estimator cannot observe the packet-loss status, F I G U R E 1 UPL and OPL systems is called a system with unobservable packet losses (UPL) or a UPL system; the one in Figure 1B, in which the estimator can observe the packet-loss status, is called a system with observable packet losses (OPL) or an OPL system.…”
Section: Research Background and Advancementmentioning
confidence: 99%
“…Recently, development of PFs have been considered in networked control systems [1], [6], [27], [28]. More specifically, the problem of cyber attack detection is briefly and generally considered using PF in [29] where the residual norm is simply compared with a deterministic threshold for a three tank system.…”
mentioning
confidence: 99%