An improved stability condition for Kalman filtering with bounded Markovian packet losses
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Publication:901092
DOI10.1016/j.automatica.2015.09.005zbMath1329.93147arXiv1501.05469OpenAlexW1906645723MaRDI QIDQ901092
Ling Shi, Karl Henrik Johansson, Junfeng Wu, Xie, Lihua
Publication date: 23 December 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.05469
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items (3)
On consistency and stability of distributed Kalman filter under mismatched noise covariance and uncertain dynamics ⋮ A component-based coding-decoding approach to set-membership filtering for time-varying systems under constrained bit rate ⋮ Heavy-tails in Kalman filtering with packet losses
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