个人信息Personal Information
教授
博士生导师
硕士生导师
性别:男
出生日期:1989-08-02
毕业院校:浙江大学
学位:博士
所在单位:控制科学与工程学院
学科:控制理论与控制工程
联系方式:suitj@dlut.edu.cn
电子邮箱:suitj@dlut.edu.cn
Stability of Kalman filtering with a random measurement equation: Application to sensor scheduling with intermittent observations
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论文类型:期刊论文
发表时间:2021-05-30
发表刊物:AUTOMATICA
卷号:99
页面范围:390-402
ISSN号:0005-1098
关键字:Kalman filters; Networked control systems; Sensor networks; Estimation theory; Statistical analysis; Stability analysis
摘要:Studying the stability of the Kalman filter whose measurements are randomly lost has been an active research topic for over a decade. In this paper we extend the existing results to a far more general setting in which the measurement equation, i.e., the measurement matrix and the measurement error covariance, are random. Our result also generalizes existing ones in the sense that it does not require the system matrix to be diagonalizable. For this general setting, we state a necessary and a sufficient condition for stability, and address their numerical computation. An important application of our generalization is a networking setting with multiple sensors which transmit their measurements to the estimator using a sensor scheduling protocol over a lossy network. We demonstrate how our result is used for assessing the stability of a Kalman filter in this multi-sensor setting. (C) 2018 Elsevier Ltd. All rights reserved.