Mean square stability for Kalman filtering with Markovian packet losses

DOI10.1016/j.automatica.2011.09.015zbMath1235.93246OpenAlexW2075077539MaRDI QIDQ665190

Keyou You, Xie, Lihua, Fu, Minyue

Publication date: 5 March 2012

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.09.015

zbMATH Keywords

stabilitystopping timeKalman filteringstochastic linear systemserror covariance matricesMarkovian packet losses

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)

Related Items (34)

Quantized feedback control for 2D uncertain nonlinear systems with time-varying delays in a networked environment ⋮ Stochastic output feedback MPC with intermittent observations ⋮ On stability and convergence of optimal estimation for networked control systems with dual packet losses without acknowledgment ⋮ LQG control for networked control systems over packet drop links without packet acknowledgment ⋮ On sliding mode control for networked control systems with semi-Markovian switching and random sensor delays ⋮ Stability conditions for multi-sensor state estimation over a lossy network ⋮ Anti-windup design for stochastic Markovian switching systems with mode-dependent time-varying delays and saturation nonlinearity ⋮ Dissipativity analysis for generalized neural networks with Markovian jump parameters and time-varying delay ⋮ Stability analysis of networked control systems with round-robin scheduling and packet dropouts ⋮ Controllability of Delayed Discret Fornasini-Marchesini Model via Quantization and Random Packet Dropouts ⋮ Efficient filtering based on Kullback-Leibler divergence for wireless networked control systems with Markovian packet losses ⋮ State estimation for systems with unobservable packet losses: Approximate estimation, stability, and performance analysis ⋮ Advances on modeling and control of semi-Markovian switching systems: a survey ⋮ Optimal networked state estimation in the presence of multi-channel correlated packet losses ⋮ Optimal communication scheduling and remote estimation over an additive noise channel ⋮ An improved stability condition for Kalman filtering with bounded Markovian packet losses ⋮ Event-triggered remote state estimation for cyber-physical systems under malicious DoS attacks ⋮ Reachable set estimation and synthesis for semi-Markov jump systems ⋮ Event-triggered state estimation for networked control systems with lossy network communication ⋮ Stability of Kalman filtering with a random measurement equation: application to sensor scheduling with intermittent observations ⋮ Modeling and estimation for networked systems with multiple random transmission delays and packet losses ⋮ Fault detection for linear discrete time-varying systems with measurement packet dropping ⋮ White noise estimation for discrete-time systems with random delay and packet dropout ⋮ UKF-based nonlinear filtering over sensor networks with wireless fading channel ⋮ Particle filter with Markovian packet dropout and time delay ⋮ Optimal stationary state estimation over multiple Markovian packet drop channels ⋮ Kalman Filtering Over Lossy Networks Under Switching Sensors ⋮ State estimation over non-acknowledgment networks with Markovian packet dropouts ⋮ Flexible optimal Kalman filtering in wireless sensor networks with intermittent observations ⋮ Multi-sensor state estimation over lossy channels using coded measurements ⋮ Aperiodic sampled-data controller design for switched Itô stochastic Markovian jump systems ⋮ Adaptive Kalman filtering for systems subject to randomly delayed and lost measurements ⋮ Heavy-tails in Kalman filtering with packet losses ⋮ Stability of MMSE state estimators over lossy networks using linear coding

Cites Work

• Unnamed Item
• Stability of Kalman filtering with Markovian packet losses
• Kalman filtering with faded measurements
• Optimal linear estimation for systems with multiple packet dropouts
• Probabilistic performance of state estimation across a lossy network
• Stability robustness of networked control systems with respect to packet loss
• Kalman filtering over unreliable communication networks with bounded Markovian packet dropouts
• Kalman Filtering with Random Coefficients and Contractions
• Matrix Analysis
• Optimal Estimation in Networked Control Systems Subject to Random Delay and Packet Drop
• Stability of a Random Riccati Equation With Markovian Binary Switching
• To Drop or Not to Drop: Design Principles for Kalman Filtering Over Wireless Fading Channels
• On Kalman Filtering for Detectable Systems With Intermittent Observations
• Stability Analysis of Networked Sampled-Data Linear Systems With Markovian Packet Losses
• Optimal Output Feedback Control Using Two Remote Sensors Over Erasure Channels
• Data Transmission Over Networks for Estimation and Control
• Stochastic Stability of the Extended Kalman Filter With Intermittent Observations
• Kalman Filtering Over a Packet-Dropping Network: A Probabilistic Perspective
• Minimum Data Rate for Mean Square Stabilization of Discrete LTI Systems Over Lossy Channels
• Kalman Filtering With Intermittent Observations
• Kalman Filtering With Intermittent Observations: Convergence for Semi-Markov Chains and an Intrinsic Performance Measure
• Minimum Data Rate for Mean Square Stabilizability of Linear Systems With Markovian Packet Losses
• Kalman Filtering With Intermittent Observations: Tail Distribution and Critical Value

This page was built for publication: Mean square stability for Kalman filtering with Markovian packet losses