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Stability of extended Kalman filtering with stochastic packet losses. (Chinese. English summary) Zbl 1449.93251

Summary: This paper considered the stability of the discrete-time extended Kalman filtering in a network with stochastic packet losses. By modeling the arrival of the observations as a two state Markov chain, the behavior characteristics of the estimation error covariance were obtained. Then, the stability notion of peak covariance for the stochastic system was advanced, and the effect of packet losses on the performance of the filter was also analyzed. Eventually, a sufficient condition for ensuring the stability of the peak covariance process was presented, which would have theoretical and practical values.

MSC:

93E11 Filtering in stochastic control theory
93E15 Stochastic stability in control theory
93B70 Networked control
93C55 Discrete-time control/observation systems
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