An improved stability condition for Kalman filtering with bounded Markovian packet losses

In this paper, we consider the peak-covariance stability of Kalman filtering subject to packet losses. The length of consecutive packet losses is governed by a time-homogeneous finite-state Markov chain. We establish a sufficient condition for peak-covariance stability and show that this stability c...

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Bibliographic Details
Published inAutomatica (Oxford) Vol. 62; pp. 32 - 38
Main Authors Wu, Junfeng, Shi, Ling, Xie, Lihua, Johansson, Karl Henrik
Format Journal Article
LanguageEnglish
Published Elsevier Ltd 01.12.2015
Subjects
Estimation theory
Kalman filtering
Networked control systems
Packet losses
Stability
Kalman filtering
Networked control systems
Stability
Packet losses
Estimation theory
Online AccessGet full text
ISSN0005-1098
1873-2836
1873-2836
DOI10.1016/j.automatica.2015.09.005

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Summary:In this paper, we consider the peak-covariance stability of Kalman filtering subject to packet losses. The length of consecutive packet losses is governed by a time-homogeneous finite-state Markov chain. We establish a sufficient condition for peak-covariance stability and show that this stability check can be recast as a linear matrix inequality (LMI) feasibility problem. Compared with the literature, the stability condition given in this paper is invariant with respect to similarity state transformations; moreover, our condition is proved to be less conservative than the existing results. Numerical examples are provided to demonstrate the effectiveness of our result.
ISSN:0005-1098
1873-2836
1873-2836
DOI:10.1016/j.automatica.2015.09.005