Optimal state estimation over gaussian channels with noiseless feedback

Dapeng Li, Naira Hovakimyan

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

This paper addresses an optimal state estimation problem in the presence of limited communication and noiseless feedback. In this setup, the state dynamics is estimated via an additive white Gaussian channel with input power constraint. We present a new communication and estimation strategy based on Kalman-Bucy filtering theory and water filling optimization algorithm. The optimality is established with respect to the minimal mean-square estimation error. As an example, we propose an analogue amplitude modulation scheme for state-estimation of a linear planar dynamics.

Original languageEnglish (US)
Title of host publication2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Pages2608-2613
Number of pages6
DOIs
StatePublished - Dec 1 2011
Event2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 - Orlando, FL, United States
Duration: Dec 12 2011Dec 15 2011

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Other

Other2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
CountryUnited States
CityOrlando, FL
Period12/12/1112/15/11

Fingerprint

Optimal Estimation
State Estimation
State estimation
Feedback
Amplitude Modulation
Amplitude modulation
Kalman Filtering
Communication
Estimation Error
Mean square error
Error analysis
Optimality
Optimization Algorithm
Analogue
Water
Strategy

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

Cite this

Li, D., & Hovakimyan, N. (2011). Optimal state estimation over gaussian channels with noiseless feedback. In 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 (pp. 2608-2613). [6161479] (Proceedings of the IEEE Conference on Decision and Control). https://doi.org/10.1109/CDC.2011.6161479

Optimal state estimation over gaussian channels with noiseless feedback. / Li, Dapeng; Hovakimyan, Naira.

2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011. 2011. p. 2608-2613 6161479 (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Li, D & Hovakimyan, N 2011, Optimal state estimation over gaussian channels with noiseless feedback. in 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011., 6161479, Proceedings of the IEEE Conference on Decision and Control, pp. 2608-2613, 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011, Orlando, FL, United States, 12/12/11. https://doi.org/10.1109/CDC.2011.6161479
Li D, Hovakimyan N. Optimal state estimation over gaussian channels with noiseless feedback. In 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011. 2011. p. 2608-2613. 6161479. (Proceedings of the IEEE Conference on Decision and Control). https://doi.org/10.1109/CDC.2011.6161479
Li, Dapeng ; Hovakimyan, Naira. / Optimal state estimation over gaussian channels with noiseless feedback. 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011. 2011. pp. 2608-2613 (Proceedings of the IEEE Conference on Decision and Control).
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