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Kalman-Bucy Filtering with Randomized Sensing: Fundamental Limits and Sensor Network Design for Field Estimation

Wang, Xinyi et al.
arXiv (All) · Papers
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Stability analysis of the Kalman filter under randomly lost measurements has been widely studied. We revisit this problem in a general continuous-time framework, where both the measurement matrix and noise covariance evolve as random processes, capturing variability in sensing locations. Within this
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