%0 Journal Article
%T An Improved Stability Condition for Kalman Filtering with Bounded Markovian Packet Losses
%A Junfeng Wu
%A Ling Shi
%A Lihua Xie
%A Karl Henrik Johansson
%J Computer Science
%D 2015
%I arXiv
%X In this paper, we consider the peak-covariance stability of Kalman filtering subject to packet losses. The length of consecutive packet losses is governed by a time-homogeneous finite-state Markov chain. We establish a sufficient condition for peak-covariance stability and show that this stability check can be recast as a linear matrix inequality (LMI) feasibility problem. Comparing with the literature, the stability condition given in this paper is invariant with respect to similarity state transformations; moreover, our condition is proved to be less conservative than the existing results. Numerical examples are provided to demonstrate the effectiveness of our result.
%U http://arxiv.org/abs/1501.05469v1