Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
695281 | Automatica | 2015 | 7 Pages |
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. Compared 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.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Junfeng Wu, Ling Shi, Lihua Xie, Karl Henrik Johansson,