Volume 6 Number 4
November 2009
Article Contents
Bao-Feng Wang and Ge Guo. Kalman Filtering with Partial Markovian Packet Losses. International Journal of Automation and Computing, vol. 6, no. 4, pp. 395-400, 2009. doi: 10.1007/s11633-009-0395-x
Cite as: Bao-Feng Wang and Ge Guo. Kalman Filtering with Partial Markovian Packet Losses. International Journal of Automation and Computing, vol. 6, no. 4, pp. 395-400, 2009. doi: 10.1007/s11633-009-0395-x

Kalman Filtering with Partial Markovian Packet Losses

  • Received: 2009-02-01
Fund Project:

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)

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    沈阳化工大学材料科学与工程学院 沈阳 110142

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Kalman Filtering with Partial Markovian Packet Losses

Fund Project:

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)

Abstract: 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 suffcient 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.

Bao-Feng Wang and Ge Guo. Kalman Filtering with Partial Markovian Packet Losses. International Journal of Automation and Computing, vol. 6, no. 4, pp. 395-400, 2009. doi: 10.1007/s11633-009-0395-x
Citation: Bao-Feng Wang and Ge Guo. Kalman Filtering with Partial Markovian Packet Losses. International Journal of Automation and Computing, vol. 6, no. 4, pp. 395-400, 2009. doi: 10.1007/s11633-009-0395-x
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