Stability conditions and phase transition for Kalman filtering over Markovian channels
This paper investigates the stability of Kalman filtering over Gilbert-Elliott channels where the random packet drop follows a time-homogeneous two-state Markov chain whose state transition is determined by a pair of failure and recovery rates. First, we establish a relaxed condition guaranteeing peak-covariance stability described by an inequality in terms of the spectral radius of the system matrix and transition probabilities of the Markov chain. We show that this condition can be rewritten...[Show more]
|Collections||ANU Research Publications|
|Source:||Chinese Control Conference, CCC|
|01_Wu_Stability_conditions_and_phase_2015.pdf||313.54 kB||Adobe PDF||Request a copy|
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