TY - GEN
T1 - State estimation of finite-state hidden Markov models subject to stochastically event-triggered measurements
AU - Chen, Wentao
AU - Wang, Junzheng
AU - Shi, Ling
AU - Shi, Dawei
N1 - Publisher Copyright:
© 2015 IEEE.
PY - 2015/2/8
Y1 - 2015/2/8
N2 - We consider the event-triggered state estimation of a finite-state hidden Markov model with a general stochastic event-triggering condition. Utilizing the change of probability measure approach and the event-triggered measurement information available to the estimator, analytical expressions for the conditional probability distributions of the states are obtained, based on which the minimum mean square error event-based state estimates are further calculated. We show that the results also cover the case of packet dropout, under a special parameterization of the event-triggering conditions. With the results on state estimation, a closed-form expression of the average sensor-to-estimator communication rate is also presented. The effectiveness of the proposed results is illustrated by a numerical example and comparative simulations.
AB - We consider the event-triggered state estimation of a finite-state hidden Markov model with a general stochastic event-triggering condition. Utilizing the change of probability measure approach and the event-triggered measurement information available to the estimator, analytical expressions for the conditional probability distributions of the states are obtained, based on which the minimum mean square error event-based state estimates are further calculated. We show that the results also cover the case of packet dropout, under a special parameterization of the event-triggering conditions. With the results on state estimation, a closed-form expression of the average sensor-to-estimator communication rate is also presented. The effectiveness of the proposed results is illustrated by a numerical example and comparative simulations.
UR - http://www.scopus.com/inward/record.url?scp=84962003910&partnerID=8YFLogxK
U2 - 10.1109/CDC.2015.7402795
DO - 10.1109/CDC.2015.7402795
M3 - Conference contribution
AN - SCOPUS:84962003910
T3 - Proceedings of the IEEE Conference on Decision and Control
SP - 3712
EP - 3717
BT - 54rd IEEE Conference on Decision and Control,CDC 2015
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 54th IEEE Conference on Decision and Control, CDC 2015
Y2 - 15 December 2015 through 18 December 2015
ER -