IEEE Transactions on Automatic Control, Vol.63, No.10, 3545-3550, 2018
State Estimation Over Delayed Mutihop Network
In this paper, we consider the properties for Kalman filtering in amulti-hop network. A time-homogeneous Markov chain is used to characterize the stochastic packet delay and loss phenomenon of each relay. Since, after several relays, the average expected estimation error covariance at the terminal is difficult to calculate, we derive lower and upper bounds for the average value. Using these bounds, it is found that the stability is related to one special entry in the channel's transition probability matrix, from which we obtain a necessary and sufficient condition for the stability of the single-hop case and extend the result to the multihop one.