Stochastic stability of extended filtering for non-linear systems with measurement packet losses

Gang Wang, Jie Chen, Jian Sun

Research output: Contribution to journalArticle

20 Citations (Scopus)

Abstract

This study is concerned with stochastic stability of a new extended filtering for non-linear systems subject to measurement packet losses. The measurements sensored are transmitted to the estimator through a packet-dropping network. By introducing a time-stamped packet arrival indicator sequence, the measuremet loss process is modelled as an independent, identically distributed (i.i.d.) and therefore a Bernoulli process. The boundedness of estimation error covariance matrices is proved by showing the existence of a critical threshold for measurement packet arrival probability. It is also shown that, under appropriate assumptions, the estimation error remains bounded as long as the noise covariance matrices and the initial estimation error can be ensured small enough. Finally, simulation results validating the effectiveness of this proposed filtering framework are also presented.

Original languageEnglish (US)
Pages (from-to)2048-2055
Number of pages8
JournalIET Control Theory and Applications
Volume7
Issue number17
DOIs
StatePublished - Nov 11 2013
Externally publishedYes

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Stochastic Stability
Packet Loss
Estimation Error
Packet loss
Error analysis
Nonlinear systems
Filtering
Nonlinear Systems
Covariance matrix
Phase sequence indicators
Critical Threshold
Packet networks
Bernoulli
Identically distributed
Boundedness
Estimator
Simulation

Cite this

Stochastic stability of extended filtering for non-linear systems with measurement packet losses. / Wang, Gang; Chen, Jie; Sun, Jian.

In: IET Control Theory and Applications, Vol. 7, No. 17, 11.11.2013, p. 2048-2055.

Research output: Contribution to journalArticle

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