Kalman Filtering for a Class of Degenerate Systems with Intermittent Observations

EDUARDO ROHR; DAMIÁN MARELLI; MINYUE FU

Orlando

Conferencia; IEEE Conference on Decision and Control (CDC); 2011

Institute of Electrical and Electronics Engineers (IEEE)

This paper addresses the performance of aKalman filter when measurements are intermittently available,i.e., network transmission problems. More specifically, wepresent a method to determine whether the expected value ofthe estimation error covariance is bounded for a given stochasticnetwork model. The method applies to very general networkmodels and for a class of degenerate systems. It can be easilyadapted to non-degenerate systems, recovering known results onthe critical value. The main result follows from the convergenceconditions on a series that describes the bounds on the expectederror covariance.