A unified framework for mean square stability of Kalman filters with intermittent observations

This paper presents a unified framework for analysis of the stability of the expected error covariance (EEC) of Kalman filters subject to intermittent observations. A brief literature review summarizing some of the most important results in the area is provided. We state a method in the most general form, making no assumptions on the network model and only minor assumptions on the system. Then, as we adopt particular network models and assume some particular system structures, we recover most of the known results in the literature, which can be seen as a special case of our approach. Tight necessary and sufficient conditions for the EEC to be bounded are given for most cases, except for general degenerate systems, where only sufficient conditions are given in a closed form.