Title :
Kalman filtering for systems with multiple packet dropouts
Author :
Xu, YanPing ; Wang, Wu
Author_Institution :
Dept. of Electr. Eng. & Autom., Fuzhou Univ., Fuzhou, China
Abstract :
In this note,Kalman filtering for systems with multiple packet dropouts is introduced. The random multiple packet dropouts are assumed to subject to the Bernoulli random binary distribution. A Kalman filter based on the white, zero-mean, correlated noises is proposed to design. And the stability of the designed filter is analyzed in this paper. Finally, a numerical example is exploited to show the usefulness of the proposed filter.
Keywords :
Kalman filters; discrete time systems; stability; statistical distributions; stochastic systems; white noise; Bernoulli random binary distribution; Kalman filtering; correlated noises; multiple packet dropouts; Covariance matrix; Equations; Kalman filters; Markov processes; Noise; Stability analysis; Stochastic systems; Kalman filter; discrete-time-varying stochastic system; packet dropouts; stability;
Conference_Titel :
Intelligent Control and Automation (WCICA), 2010 8th World Congress on
Conference_Location :
Jinan
Print_ISBN :
978-1-4244-6712-9
DOI :
10.1109/WCICA.2010.5554724
