An improved stability condition for Kalman filtering with bounded Markovian packet losses

• Junfeng Wu ^[1] ; Ling Shi ^[2] ; Lihua Xie ^[3] ; Karl Henrik Johansson ^[1]
  1. [1] Royal Institute of Technology

     Royal Institute of Technology

     Suecia

     
  2. [2] Hong Kong University of Science and Technology

     Hong Kong University of Science and Technology

     RAE de Hong Kong (China)

     
  3. [3] Nanyang Technological University

     Nanyang Technological University

     Singapur

     

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• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Vol. 62, 2015, págs. 32-38
• Idioma: inglés
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• Resumen

  • In this paper, we consider the peak-covariance stability of Kalman filtering subject to packet losses. The length of consecutive packet losses is governed by a time-homogeneous finite-state Markov chain. We establish a sufficient condition for peak-covariance stability and show that this stability check can be recast as a linear matrix inequality (LMI) feasibility problem. Compared with the literature, the stability condition given in this paper is invariant with respect to similarity state transformations; moreover, our condition is proved to be less conservative than the existing results. Numerical examples are provided to demonstrate the effectiveness of our result.