An Improved Stability Condition for Kalman Filtering with Bounded Markovian Packet Losses
Systems and Control
2015-01-23 v1
Abstract
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. Comparing 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.
Keywords
Cite
@article{arxiv.1501.05469,
title = {An Improved Stability Condition for Kalman Filtering with Bounded Markovian Packet Losses},
author = {Junfeng Wu and Ling Shi and Lihua Xie and Karl Henrik Johansson},
journal= {arXiv preprint arXiv:1501.05469},
year = {2015}
}