Leong, Alex S. and Dey, Subhrakanti (2012) Power allocation for error covariance minimization in Kalman filtering over packet dropping links. In: 2012 IEEE 51st IEEE Conference on Decision and Control (CDC). IEEE, pp. 3335-3340. ISBN 9781467320658

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Abstract

This paper studies the problem of optimal power allocation for Kalman filtering with random packet losses. We consider the problem of minimizing the trace of the expected error covariance subject to an average transmit power constraint. Adopting a model for the packet loss probabilities that depends on both the sensor transmit power and time-varying fading channel gain, the problem is formulated as a constrained Markov decision process (MDP) that is solved numerically with dynamic programming techniques. Simpler suboptimal power allocation policies, namely a constant power allocation scheme and a truncated channel inversion scheme, are also considered and numerical comparisons made with the optimal policy.

Item Type:	Book Section
Additional Information:	Cite as: A. S. Leong and S. Dey, "Power allocation for error covariance minimization in Kalman filtering over packet dropping links," 2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 2012, pp. 3335-3340, doi: 10.1109/CDC.2012.6426539.
Keywords:	Power allocation; error; covariance minimization; Kalman filtering; packet dropping links;
Academic Unit:	Faculty of Science and Engineering > Electronic Engineering Faculty of Science and Engineering > Research Institutes > Hamilton Institute
Item ID:	14491
Identification Number:	https://doi.org/10.1109/CDC.2012.6426539
Depositing User:	Subhrakanti Dey
Date Deposited:	01 Jun 2021 16:15
Publisher:	IEEE
Refereed:	Yes
URI:	Publisher
Use Licence:	This item is available under a Creative Commons Attribution Non Commercial Share Alike Licence (CC BY-NC-SA). Details of this licence are available here

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