Observability of linear systems for Kalman filtering with packet losses

This paper provides a short survey of the state-of-the-art results on the mean square stability of Kalman filtering with packet losses, and discusses several approaches to study the stability of the estimation error covariance matrix of the intermittent Kalman filter. In comparison with the Riccati approach by Sinopoli et al, the observability approach is more suitable to exactly characterize the effect of random packet losses on the stability of the estimation error covariance matrix. Moreover, it is shown that this approach can be used to design the coding or sampling strategies to reduce the effect of packet losses on the stability of the intermittent Kalman filter.