Stability of Kalman Filters subject to Intermittent Observations

EDUARDO ROHR; DAMIÁN MARELLI; MINYUE FU

Florencia

Conferencia; IEEE Conference on Decision and Control (CDC); 2013

Institute of Electrical and Electronics Engineers (IEEE)

This paper addresses the stability of a Kalmanfilter when measurements are intermittently available due to thenon-transparent communication channel between sensor andestimator. More specifically, we present a method to determinewhether the expected value of the estimation error covarianceis bounded for a given stochastic network model. The methodapplies to general discrete-time LTI systems and adopts thefinite state Markov channel model.