Networked state estimation over a Gilbert-Elliot type channel
2009 (English)In: Proceedings of the IEEE Conference on Decision and Control, 2009, 2711-2716 p.Conference paper (Refereed)
We characterize the stability and achievable performance of networked estimation under correlated packet losses described by the Gilbert-Elliot model. For scalar continuous-time linear systems, we derive closed-form expressions for the mean-square distortion of the optimal estimator. The conditions for stable mean square estimation error are equivalent to those obtained previously for stability of 'peak distortions' . We study how the estimator performance depends on loss probability and loss burst length, and show that the mean-square distortion remains bounded if the average burst length does not exceeda calculated bound. The main new finding is that, once we fix the mean length of loss bursts, the average packet loss rate influences the estimator's performance but not its stability.
Place, publisher, year, edition, pages
2009. 2711-2716 p.
Achievable performance, Burst length, Closed-form expression, Continuous-time linear systems, Loss probability, Mean square estimation, Mean-square, Optimal estimator, Packet loss rates
IdentifiersURN: urn:nbn:se:kth:diva-79726DOI: 10.1109/CDC.2009.5400803ScopusID: 2-s2.0-77950855436OAI: oai:DiVA.org:kth-79726DiVA: diva2:499846
IEEE Conference on Decision and Control
QC 201202142012-02-132012-02-092015-03-31Bibliographically approved