Stability of Optimal Estimator with Unobservable Measurement Loss: The Unstable System Case
IEEE Transactions on Automatic Control(2024)
摘要
We study the stability of the optimal estimator (OE) for an unstable system with unobservable measurement loss (UML). The results are twofold. (i) We obtain a necessary and sufficient stability condition: For an unstable UML system, there is a critical value such that the OE is stable with probability 1, if and only if the measurement-arrival rate is greater than this value. This value is identical to the critical value that determines the stability of the OE with observable measurement loss (OML). (ii) As a byproduct, we obtain a property on estimation performance: When the system matrix is non-singular, the performance of the OE with UML converges with probability 1 to that of the OE with OML. These two results suggest that the absence of measurement-loss observability does not affect the stability and performance of the OE.
更多查看译文
关键词
Measurement loss detector,Optimal estimator,Stability,Unobservable measurement loss
AI 理解论文
溯源树
样例
![](https://originalfileserver.aminer.cn/sys/aminer/pubs/mrt_preview.jpeg)
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要