A Unified Framework for Mean Square Stability of Kalman Filters with Intermittent Observations

EDUARDO ROHR; DAMIÁN MARELLI; MINYUE FU

Santiago

Conferencia; IEEE International Conference on Control & Automation (ICCA); 2011

Institute of Electrical and Electronics Engineers (IEEE)

This paper presents a unified framework foranalysis of the stability of the expected error covariance (EEC)of Kalman filters subject to intermittent observations. A briefliterature review summarizing some of the most importantresults in the area is provided. We state a method in themost general form, making no assumptions on the networkmodel and only minor assumptions on the system. Then, as weadopt particular network models and assume some particularsystem structures, we recover most of the known results in theliterature, which can be seen as a special case of our approach.Tight necessary and sufficient conditions for the EEC to bebounded are given for most cases, except for general degeneratesystems, where only sufficient conditions are given in a closedform.