کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
698548 890415 2007 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stability of Kalman filtering with Markovian packet losses
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Stability of Kalman filtering with Markovian packet losses
چکیده انگلیسی

We consider Kalman filtering in a network with packet losses, and use a two state Markov chain to describe the normal operating condition of packet delivery and transmission failure. Based on the sojourn time of each visit to the failure or successful packet reception state, we analyze the behavior of the estimation error covariance matrix and introduce the notion of peak covariance, as an estimate of filtering deterioration caused by packet losses, which describes the upper envelope of the sequence of error covariance matrices {Pt,t⩾1}{Pt,t⩾1} for the case of an unstable scalar model. We give sufficient conditions for the stability of the peak covariance process in the general vector case, and obtain a sufficient and necessary condition for the scalar case. Finally, the relationship between two different types of stability notions is discussed.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Automatica - Volume 43, Issue 4, April 2007, Pages 598–607
نویسندگان
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