Kalman filtering over unreliable communication networks with bounded Markovian packet dropouts

Abstract

SUMMARYWe 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 timeinvariant(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.

Optimal tracking performance and design of networked control systems with packet dropouts

“…Now a lemma, which appeared, respectively, in [26,34] and used repeatedly in the remainder of this paper, is described below.…”

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