摘要:AbstractIn this paper we are concerned with the error-covariance lower-bounding problem in Kalman filtering: a sensor releases a set of measurements to the data fusion/estimation center, which has a perfect knowledge of the dynamic model, to allow it to estimate the states, while preventing it to estimate the states beyond a given accuracy. We propose a measurement noise manipulation scheme to ensure lower-bound on the estimation accuracy of states. Our proposed method ensures lower-bound on the steady state estimation error of Kalman filter, using mathematical tools from eigen value analysis.
关键词:KeywordsNon-linear systemsestimationmonitoringlower-boundoptimizationprivacyeigen value analysis