Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses

DOI10.1007/s11424-007-9023-4zbMath1124.93063OpenAlexW2092630498MaRDI QIDQ2461352

Li Xie, Xie, Lihua

Publication date: 27 November 2007

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-007-9023-4

zbMATH Keywords

stabilitystopping timeKalman filteringobservation lossesrandom Riccati equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15)

Related Items (6)

Stability analysis and stabilization of networked linear systems with random packet losses ⋮ Kalman filtering over unreliable communication networks with bounded Markovian packet dropouts ⋮ An improved stability condition for Kalman filtering with bounded Markovian packet losses ⋮ On designing consistent extended Kalman filter ⋮ Stability of Kalman filtering with a random measurement equation: application to sensor scheduling with intermittent observations ⋮ Multi-sensor state estimation over lossy channels using coded measurements

Cites Work

• Stability of Kalman filtering with Markovian packet losses
• On Kalman filtering for conditionally Gaussian systems with random matrices
• On stability of random Riccati equations
• On a stochastic sensor selection algorithm with applications in sensor scheduling and sensor coverage
• Kalman Filtering With Intermittent Observations

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