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Stability conditions and phase transition for Kalman filtering over Markovian channels

Wu, Junfeng; Shi, Guodong; Anderson, Brian; Johansson , Karl Henrik


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]

CollectionsANU Research Publications
Date published: 2015
Type: Conference paper
Source: Chinese Control Conference, CCC
DOI: 10.1109/ChiCC.2015.7260700


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