Kalman Filtering with Partial Markovian Packet Losses  

作　　者：Bao-Feng Wang Ge Guo 

机构地区：[1]School of Information Science and Technology, Dalian Maritime University, Dalian 116026, PRC

出　　处：《International Journal of Automation and computing》2009年第4期395-400,共6页国际自动化与计算杂志（英文版）

基　　金：supported by National Natural Science Foundation of China (No. 60504017);Fok Ying Tong Education Foundation(No. 111066);Program for New Century Excellent Talents in University (No. NCET-04-0982)

摘　　要：We consider the Kalman filtering problem in a networked environment where there are partial or entire packet losses described by a two state Markovian process. Based on random packet arrivals of the sensor measurements and the Kalman filter updates with partial packet, the statistical properties of estimator error covariance matrix iteration and stability of the estimator are studied. It is shown that to guarantee the stability of the Kalman filter, the communication network is required to provide for each of the sensor measurements an associated throughput, which captures all the rates of the successive sensor measurements losses. We first investigate a general discrete-time linear system with the observation partitioned into two parts and give sufficient conditions of the stable estimator. Furthermore, we extend the results to a more general case where the observation is partitioned into n parts. The results are illustrated with some simple numerical examples.We consider the Kalman filtering problem in a networked environment where there are partial or entire packet losses described by a two state Markovian process. Based on random packet arrivals of the sensor measurements and the Kalman filter updates with partial packet, the statistical properties of estimator error covariance matrix iteration and stability of the estimator are studied. It is shown that to guarantee the stability of the Kalman filter, the communication network is required to provide for each of the sensor measurements an associated throughput, which captures all the rates of the successive sensor measurements losses. We first investigate a general discrete-time linear system with the observation partitioned into two parts and give sufficient conditions of the stable estimator. Furthermore, we extend the results to a more general case where the observation is partitioned into n parts. The results are illustrated with some simple numerical examples.

关 键 词：Networked control systems partial packet losses Markovian packet losses STABILITY 

分 类 号：TP393.08[自动化与计算机技术—计算机应用技术] TN713[自动化与计算机技术—计算机科学与技术]