Kalman filtering over unreliable communication networks with bounded Markovian packet dropouts

Title: Kalman filtering over unreliable communication networks with bounded Markovian packet dropouts
Creator: Xiao, Nan; Xie, Lihua; Fu, Minyue
Relation: International Journal of Robust and Nonlinear Control Vol. 19, Issue 16, p. 1770-1786
Publisher Link: http://dx.doi.org/10.1002/rnc.1389
Publisher: John Wiley & Sons
Resource Type: journal article
Date: 2009
Description: We address the peak covariance stability of time-varying Kalman filter with possible packet losses in transmitting measurement outputs to the filter via a packet-based network. The packet losses are assumed to be bounded and driven by a finite-state Markov process. It is shown that if the observability index of the discrete-time linear time-invariant (LTI) system under investigation is one, the Kalman filter is peak covariance stable under no additional condition. For discrete LTI systems with observability index greater than one, a sufficient condition for peak covariance stability is obtained in terms of the system dynamics and the probability transition matrix of the Markov chain. Finally, the validity of these results is demonstrated by numerical simulations.
Subject: Kalman filtering; packet losses; peak covariance stability; sojourn times
Identifier: http://hdl.handle.net/1959.13/807842
Identifier: uon:7515
Identifier: ISSN:1049-8923
Language: eng
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