Kalman filtering for a class of degenerate systems with intermittent observations

This paper addresses the performance of a Kalman filter when measurements are intermittently available, i.e., network transmission problems. More specifically, we present a method to determine whether the expected value of the estimation error covariance is bounded for a given stochastic network model. The method applies to very general network models and for a class of degenerate systems. It can be easily adapted to non-degenerate systems, recovering known results on the critical value. The main result follows from the convergence conditions on a series that describes the bounds on the expected error covariance.