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
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;
Conference_Titel :
Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on
Conference_Location :
Firenze
Print_ISBN :
978-1-4673-5714-2
DOI :
10.1109/CDC.2013.6761129
