DOI: 10.14711/thesis-b1165773
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State estimation over packet-dropping channels

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“…Begin from P B[0] k ≤ P * [0] k , after q step iterations, we can get P B[q] k ≤ P * [q] k by using ( 19), (37), and (38). For the q + 1 channel, one has…”
Section: Estimator Performance Analysismentioning
confidence: 99%
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“…Begin from P B[0] k ≤ P * [0] k , after q step iterations, we can get P B[q] k ≤ P * [q] k by using ( 19), (37), and (38). For the q + 1 channel, one has…”
Section: Estimator Performance Analysismentioning
confidence: 99%
“…By (39), there is boldEYk,boldΓkatrue[Pktrue]boldEboldΓkatrue[PkAtrue]$$ {\mathbf{E}}_{Y_k,{\boldsymbol{\Gamma}}_k^a}\left[{P}_k\right]\le {\mathbf{E}}_{{\boldsymbol{\Gamma}}_k^a}\left[{P}_k^A\right] $$. It follows from Reference 38 Lemma 4.4.2 that under Assumption 1, boldEboldΓkatrue[PkAtrue]$$ {\mathbf{E}}_{{\boldsymbol{\Gamma}}_k^a}\left[{P}_k^A\right] $$ is bounded when γtrue[itrue]>1prefix−normalΛtrue(Atrue)prefix−1$$ {\gamma}^{\left[i\right]}>1-\Lambda {(A)}^{-1} $$ and set its upper bound as TA$$ {T}^A $$. Since θtrue[itrue]=1prefix−γtrue[itrue]$$ {\theta}^{\left[i\right]}=1-{\gamma}^{\left[i\right]} $$, for θtrue[itrue]<normalΛtrue(Atrue)prefix−1$$ {\theta}^{\left[i\right]}<\Lambda {(A)}^{-1} $$, the following inequality hold: alignleftrightalign-oddEYk,Γka[Pk]EΓk…”
Section: Performance and Stability Of Estimatorsmentioning
confidence: 99%