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The discrete-time extended Kalman filter designed for systems with independent sensor failures is analyzed for its finite-time mean-square boundedness as a function of initial conditions and its ability to attenuate effects of finite-energy disturbances as a function of the disturbance magnitudes. In addition to this extended Kalman filter being designed as a locally optimal minimum variance estimator,...
We consider the problem of distributed estimation for stochastic linear systems with intermittent observations. An optimal diffusion Kalman filter has been derived by minimizing the mean-squared estimation error for each node. Convergence of the estimation error covariance is proved under some mild assumptions and an upper bound is obtained for the estimation error covariance. A critical value for...
This paper provides a novel solution for robocentric mapping using an autonomous mobile robot. The robot dynamic model is the standard unicycle model and the robot is assumed to measure both the range and relative bearing to the landmarks. The algorithm introduced in this paper relies on a coordinate transformation and an extended Kalman filter like algorithm. The coordinate transformation considered...
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