Stability of Kalman filtering with Markovian packet losses

DOI10.1016/J.AUTOMATICA.2006.10.023zbMATH Open1261.93083OpenAlexW2152898444MaRDI QIDQ880409FDOQ880409

Authors: Subhrakanti Dey, M. Y. Huang 

Publication date: 15 May 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.10.023

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zbMATH Keywords

stabilityKalman filteringnetworked systemspacket losses

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

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• Asymptotic stability of the MMSE linear filter for systems with uncertain observations (Corresp.)
• Optimal LQG control across packet-dropping links
• Linear recursive state estimators under uncertain observations
• Recursive Bayesian estimation with uncertain observation (Corresp.)

Cited In (81)

• Robust estimation for discrete time-varying systems with limited communication capacity
• On Kalman filtering over fading wireless channels with controlled transmission powers
• Distributed Kalman consensus filter with intermittent observations
• Mean square stability for Kalman filtering with Markovian packet losses
• UKF-based nonlinear filtering over sensor networks with wireless fading channel
• Constrained predictive control synthesis for quantized systems with Markovian data loss
• Stability conditions for multi-sensor state estimation over a lossy network
• Kalman filtering over a packet-delaying network: a probabilistic approach
• A Kalman filter with intermittent observations and reconstruction of data losses
• Static output-feedback stabilization of discrete-time Markovian jump linear systems: a system augmentation approach
• Robust finite-time \(\mathcal H_\infty\) control for uncertain systems subject to intermittent measurements
• Robust finite-time \(H_\infty\) control for discrete-time singular Markovian jump systems with time-varying delay and actuator saturation
• \(H_{\infty}\) control for discrete-time singular Markovian jump systems based on the novel bounded real lemma
• Stabilization of Markov jump linear systems using quantized state feedback
• \(H_\infty \) filtering of network-based systems with random delay
• Particle filter with Markovian packet dropout and time delay
• Kalman filtering over wireless fading channels
• On stability and convergence of optimal estimation for networked control systems with dual packet losses without acknowledgment
• Nonuniform sampling Kalman filter for networked systems with Markovian packets dropout
• Markov jump linear systems and filtering through network transmitted measurements
• Stability analysis of networked control systems with round-robin scheduling and packet dropouts
• Kalman filtering with state‐dependent packet losses
• Networked \(H_\infty\) filtering for linear discrete-time systems
• Data-driven communication for state estimation with sensor networks
• Control over erasure channels: stochastic stability and performance of packetized unconstrained model predictive control
• Fault detection and isolation of discrete-time Markovian jump linear systems with application to a network of multi-agent systems having imperfect communication channels
• Peak covariance stability of a random Riccati equation arising from Kalman filtering with observation losses
• Stochastic consensus over noisy networks with Markovian and arbitrary switches
• Clock synchronization in wireless sensor networks: analysis and design of error precision based on lossy networked control perspective
• Kalman filtering with faded measurements
• Kalman filtering over unreliable communication networks with bounded Markovian packet dropouts
• Escape time formulation of state estimation and stabilization with quantized intermittent communication
• An improved stability condition for Kalman filtering with bounded Markovian packet losses
• Minimax estimation with intermittent observations
• Variance-constrained robust estimation for uncertain systems with multiple packet dropouts
• Fast state estimation subject to random data loss in discrete-time nonlinear stochastic systems
• Partially mode-dependent \(H_{\infty }\) filtering for discrete-time Markovian jump systems with partly unknown transition probabilities
• Kalman filtering over wireless fading channels - how to handle packet drop
• Finite-time dissipative control for singular Markovian jump systems via quantizing approach
• Stability analysis and stabilization of networked linear systems with random packet losses
• Robust finite-time \(\mathcal H_\infty\) filtering for uncertain systems subject to missing measurements
• Stability of extended Kalman filtering with stochastic packet losses
• Kalman filtering over the random delay and packet drop channel
• Probabilistic performance of state estimation across a lossy network
• Optimal energy allocation for linear control with packet loss under energy harvesting constraints
• \(H_{\infty}\) filtering for networked systems with bounded measurement missing
• State estimation for networked systems: an extended IMM algorithm
• Robust stability of a class of networked control systems
• Robust stability of packetized predictive control of nonlinear systems with disturbances and Markovian packet losses
• Observer-based control for singular Markov jump systems with actuator saturation and time-varying transition rates
• Centralised fusion over unreliable networks
• Robust \(L_1\) fixed-order filtering for switched LPV systems with parameter-dependent delays
• Heavy-tails in Kalman filtering with packet losses
• Robust mixed \(H_2/H_\infty\) control of networked control systems with random delays and partially known transition matrix
• Stability of Kalman filtering with a random measurement equation: application to sensor scheduling with intermittent observations
• Switched quantization level control of networked control systems with packet dropouts
• Analysis and synthesis for networked control systems with uncertain rate of packet losses
• On Kalman smoothing for wireless sensor networks systems with multiplicative noises
• Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements
• Stabilizing bit rate conditions for a scalar linear event-triggered system with Markov dropouts
• LQG-like control of scalar systems over communication channels: the role of data losses, delays and SNR limitations
• Distributed resilient filtering for a class of nonlinear dynamical systems subject to hybrid cyber attacks
• Energy-to-peak controller design for discrete-time singular system
• Discrete-time linear quadratic Gaussian control with input delay and Markovian packet dropouts
• Optimal stationary state estimation over multiple Markovian packet drop channels
• Stochastic output feedback MPC with intermittent observations
• Kalman filtering over lossy networks under switching sensors
• State estimation over non-acknowledgment networks with Markovian packet dropouts
• Robust optimal estimation over networks: application to battery state of charge estimation
• Remote state estimation with usage-dependent Markovian packet losses
• Efficient filtering based on Kullback-Leibler divergence for wireless networked control systems with Markovian packet losses
• Stochastic output delay identification of discrete-time Gaussian systems
• Observer-based asynchronous control for Markov jump systems
• Alignment motion control for an automated human ear surgery via vision-servoing
• Multi-sensor state estimation over lossy channels using coded measurements
• Time-varying group formation tracking control for multi-agent systems using distributed multi-sensor multi-target filtering with intermittent observations
• Recursive distributed filtering over sensor networks on Gilbert-Elliott channels: a dynamic event-triggered approach
• Convergence of optimal linear filter with time-correlated fading channel and channel noise
• Deep reinforcement learning for wireless sensor scheduling in cyber-physical systems
• Event-based state and fault estimation for stochastic nonlinear system with Markov packet dropout
• State estimation over a communication network: measurement or estimate communication?

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