Kalman Filtering Over Fading Channels: Zero-One Laws and Almost Sure Stabilities
2018 (English)In: IEEE Transactions on Information Theory, ISSN 0018-9448, E-ISSN 1557-9654, Vol. 64, no 10, p. 6731-6742Article in journal (Refereed) Published
Abstract [en]
In this paper, we investigate probabilistic stability of Kalman filtering over fading channels modeled by *-mixing random processes, where channel fading is allowed to generate non-stationary packet dropouts with temporal and/or spatial correlations. Upper/lower almost sure (a.s.) stabilities and absolutely upper/lower a.s. stabilities are defined for characterizing the sample-path behaviors of the Kalman filtering. We prove that both upper and lower a.s. stabilities follow a zero-one law, i.e., these stabilities must happen with a probability either zero or one, and when the filtering system is one-step observable, the absolutely upper and lower a.s. stabilities can also be interpreted using a zero-one law. We establish general stability conditions for (absolute) upper and lower a.s. stabilities. In particular, with one-step observability, we show the equivalence between absolutely a.s. stabilities and a.s. ones, and necessary and sufficient conditions in terms of packet arrival rate are derived; for the so-called non-degenerate systems, we also manage to give a necessary and sufficient condition for upper a.s. stability.
Place, publisher, year, edition, pages
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC , 2018. Vol. 64, no 10, p. 6731-6742
Keywords [en]
Kalman filter, fading channels, stability
National Category
Computer and Information Sciences
Identifiers
URN: urn:nbn:se:kth:diva-235559DOI: 10.1109/TIT.2018.2865381ISI: 000444800600019Scopus ID: 2-s2.0-85051683457OAI: oai:DiVA.org:kth-235559DiVA, id: diva2:1252508
Conference
53rd IEEE Annual Conference on Decision and Control (CDC), DEC 15-17, 2014, Los Angeles, CA
Note
QC 20181002
2018-10-022018-10-022024-03-18Bibliographically approved