Packet-based Control with Norm Bounded Uncertainties
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In this lecture, we (to be filled)
Lecture Materials
Reading
Kalman Filtering with Intermittent Observations, B. Sinopoli, L. Schenato, M. Franceschetti, K. Poolla, M. Jordan and S. Sastry. This is the paper where all the proofs reside. Below I posted Chapter 3 of my thesis, which is essentially the same, but the notation is more consistent with the next two lectures.
Optimal Estimation in Lossy Networks This is chapter 3 of my thesis. Content is almost the same as the paper above, but notation is slightly modified to be consistent with the control part.
Additional Resources
The Kalman Filter, G. Welch and G. Bishop. A webpage with many links on Kalman filter.
Optimal Filtering, B.D.O Anderson and J.B. Moore. Dover Books on Engineering, 2005. A reissue of a book from 1979. It contains a detailed mathematical presentation of filtering problems and the Kalman filter. A very good book.
