Name
Title | ||
|---|---|---|
Stability of the Kalman filtering with two periodically switching sensors over lossy networks |
Abstract | ||
|---|---|---|
This paper considers the stability of Kalman filtering of a discrete-time stochastic system using two periodically switching sensors over a network subject to random packet losses, which is modeled by an independent and identically distributed Bernoulli process. It is proved that this problem can be converted into the stability of Kalman filtering using two sensors at each time instant, where the measurements of each sensor are transmitted via an independent lossy channel. Some necessary and sufficient conditions for stability of the estimation error covariance matrices are respectively established, and the effect of the periodic switching on the stability is revealed. Their implications and relationships with related results in the literature are discussed. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1109/ICCA.2013.6565038 | ICCA |
Keywords | Field | DocType |
estimation error covariance matrices,independent lossy channel,stochastic processes,kalman filters,periodic switching,random packet losses,lossy networks,network subject,switching sensors,covariance matrices,discrete time stochastic system,estimation theory,distributed bernoulli process,stability,kalman filtering,stability analysis,switches,packet loss | Extended Kalman filter,Fast Kalman filter,Control theory,Bernoulli process,Stochastic process,Covariance intersection,Control engineering,Kalman filter,Independent and identically distributed random variables,Mathematics,Covariance | Conference |
Volume | Issue | ISSN |
null | null | 1948-3449 |
ISBN | Citations | PageRank |
978-1-4673-4707-5 | 0 | 0.34 |
References | Authors | |
9 | 4 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Keyou You | 1 | 831 | 50.16 |
| Tianju Sui | 2 | 23 | 5.14 |
| Minyue Fu | 3 | 1878 | 221.17 |
| Shiji Song | 4 | 1247 | 94.76 |