Kalman filtering over fading channels with both transmission failure and signal fluctuation

This paper deals with the stability of the time-varying Kalman filter connected to the plant through fading channels subject to both transmission failure and signal fluctuation. Necessary and sufficient conditions on the network are derived for the stability of the mean error covariance matrix of a remote Kalman filter, and the corresponding network requirement is specified in terms of the unstable poles of the plant. Lower and upper bounds for the mean error covariance matrix are provided in the form of a modified Lyapunov iteration and a modified Riccati iteration. The results of this paper are illustrated by a numerical example.