Kalman filtering over unreliable communication networks with bounded Markovian packet dropouts | NOVA. The University of Newcastle's Digital Repository

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Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.13/807842

Title: Kalman filtering over unreliable communication networks with bounded Markovian packet dropouts
Author/Creator: Xiao, Nan; Xie, Lihua; Fu, Minyue
Institution: The University of Newcastle. Faculty of Engineering & Built Environment, School of Electrical Engineering and Computer Science
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.
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
Date: 2009
Publisher: John Wiley & Sons
Keyword(s): Kalman filtering; packet losses; peak covariance stability; sojourn times
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.13/807842
Identifier: ISSN:1049-8923

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