Event-Triggered Kalman Filter and Its Performance Analysis
In estimation of linear systems, an efficient event-triggered Kalman filter algorithm is proposed. Based on the hypothesis test of Gaussian distribution, the significance of the event-triggered threshold is given. Based on the threshold, the actual trigger frequency of the estimated system can be ac...
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Published in | Sensors (Basel, Switzerland) Vol. 23; no. 4; p. 2202 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Switzerland
MDPI AG
15.02.2023
MDPI |
Subjects | |
Online Access | Get full text |
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Summary: | In estimation of linear systems, an efficient event-triggered Kalman filter algorithm is proposed. Based on the hypothesis test of Gaussian distribution, the significance of the event-triggered threshold is given. Based on the threshold, the actual trigger frequency of the estimated system can be accurately set. Combining the threshold and the proposed event-triggered mechanism, an event-triggered Kalman filter is proposed and the approximate estimation accuracy can also be calculated. Whether it is a steady system or a time-varying system, the proposed algorithm can reasonably set the threshold according to the required accuracy in advance. The proposed event-triggered estimator not only effectively reduces the communication cost, but also has high accuracy. Finally, simulation examples verify the correctness and effectiveness of the proposed algorithm. |
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Bibliography: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 23 |
ISSN: | 1424-8220 1424-8220 |
DOI: | 10.3390/s23042202 |