Robustification and optimization of a Kalman filter with measurement loss using linear precoding
Rainer Blind, Stefan Uhlich, Bin Yang, Frank Allgöwer · 2009
This paper considers a linear precoding for a Kalman filter which receives the measurements over an erasure channel. We show how to design the precoding matrix that either robustifies the Kalman filter with respect to packet losses or reduces the estimation error. The effectiveness of the proposed method is demonstrated by two examples.