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Peak Covariance Stability of Kalman Filtering with Markovian Packet Losses
KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0001-9940-5929
2014 (English)In: Cyber-Physical Systems, Networks, and Applications (CPSNA), 2014 IEEE International Conference on, IEEE conference proceedings, 2014, 13-18 p.Conference paper, Published paper (Refereed)
Abstract [en]

In this paper, we consider state estimation using a Kalman filter of a linear time-invariant process over an unreliable network. The stability of Kalman filtering with random packet losses is studied, where the packet losses are modeled by the Gilbert-Elliott channel model and the stability is measured by the so-called peak covariance stability introduced in [1]. We give two sufficient conditions for the peak covariance stability: one combined with a numerical method provides an accurate criterion, and the other is in a simple form and easy to check, both of which are shown to be less conservative than existing works in practice. Numerical examples demonstrate the effectiveness of our result compared with relevant literature.

Place, publisher, year, edition, pages
IEEE conference proceedings, 2014. 13-18 p.
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-165265DOI: 10.1109/CPSNA.2014.21Scopus ID: 2-s2.0-84916641586OAI: oai:DiVA.org:kth-165265DiVA: diva2:807775
Conference
The 2nd IEEE International Conference on Cyber-Physical Systems, Networks, and Applications,25-26 Aug. 2014,Hong Kong
Note

QC 20150522

Available from: 2015-04-24 Created: 2015-04-24 Last updated: 2015-06-12Bibliographically approved

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Johansson, Karl Henrik

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CiteExportLink to record
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  • apa
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