Kalman filtering with partial Markovian packet losses

Abstract

We consider the Kalman filtering problem in a networked environment where there are partial or entire packet losses described by a two state Markovian process. Based on random packet arrivals of the sensor measurements and the Kalman filter updates with partial packet, the statistical properties of estimator error covariance matrix iteration and stability of the estimator are studied. It is shown that to guarantee the stability of the Kalman filter, the communication network is required to provide for each of the sensor measurements an associated throughput, which captures all the rates of the successive sensor measurements losses. We first investigate a general discrete-time linear system with the observation partitioned into two parts and give sufficient conditions of the stable estimator. Furthermore, we extend the results to a more general case where the observation is partitioned into n parts. The results are illustrated with some simple numerical examples.

Predictive Controller Design of Networked Systems With Communication Delays and Data Loss

“…In addition, the design problem of the closed-loop NCS in the presence of communication delays and data packet dropout has been addressed in [2] and [14]- [18]. NCSs under bounded uncertain access delay and packet dropout effects are formulated as discrete-time switched systems with arbitrary switching, and then the design problem of NCSs has been reduced to the corresponding problem of switched systems [19], [20], which enables us to apply the existing theories of switched systems to NCSs [21].…”

Stability of iterative learning control with data dropouts via asynchronous dynamical system

“…Such data dropout makes the controller analysis and synthesis complex, as it affects stability and performance of the controlled system. Some results about the control system with data dropout, related to stability analysis, controller design, filter design and dropout compensation have been discussed in [24][25][26][27][28][29][30][31][32][33], respectively. In the literature, there have been basically three approaches for modeling the data dropout phenomenon in the NCSs.…”

Fault tolerant control for networked control systems with packet loss and time delay

“…Wang and Guo [7] considered the Kalman filtering problem in a networked environment where there are partial or entire packet losses described by a two state Markovian process. In [8], the packet loss process was modeled as an arbitrary but a finite switching signal, and the theory of switched systems was used to stabilize the NCS.…”