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Networked state estimation over a Gilbert-Elliot type channel

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3 Author(s)
Almstrom, P. ; WSP Group, Stockholm, Sweden ; Rabi, M. ; Johansson, M.

We characterize the stability and achievable performance of networked estimation under correlated packet losses described by the Gilbert-Elliot model. For scalar continuous-time linear systems, we derive closed-form expressions for the mean-square distortion of the optimal estimator. The conditions for stable mean square estimation error are equivalent to those obtained previously for stability of `peak distortions'. We study how the estimator performance depends on loss probability and loss burst length, and show that the mean-square distortion remains bounded if the average burst length does not exceed a calculated bound. The main new finding is that, once we fix the mean length of loss bursts, the average packet loss rate influences the estimator's performance but not its stability.

Published in:

Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on

Date of Conference:

15-18 Dec. 2009