DocumentCode
3539442
Title
Stability of Kalman filters subject to intermittent observations
Author
Rohr, Eduardo ; Marelli, Damin ; Minyue Fu
Author_Institution
Sch. of Electr. Eng. & Comput. Sci., Univ. of Newcastle, Callaghan, NSW, Australia
fYear
2013
fDate
10-13 Dec. 2013
Firstpage
7809
Lastpage
7814
Abstract
This paper addresses the stability of a Kalman filter when measurements are intermittently available due to the non-transparent communication channel between sensor and estimator. More specifically, we present a method to determine whether the expected value of the estimation error covariance is bounded for a given stochastic network model. The method applies to general discrete-time LTI systems and adopts the finite state Markov channel model.
Keywords
Kalman filters; Markov processes; stability; stochastic processes; Kalman filter stability; estimation error covariance; finite state Markov channel model; general discrete-time LTI systems; intermittent observations; nontransparent communication channel; sensor; stochastic network model; Asymptotic stability; Communication channels; Kalman filters; Loss measurement; Markov processes; Stability analysis; Time measurement;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location
Firenze
ISSN
0743-1546
Print_ISBN
978-1-4673-5714-2
Type
conf
DOI
10.1109/CDC.2013.6761129
Filename
6761129
Link To Document