Modified particle filter and Gaussian filter with packet dropouts

Abstract

SummaryThis technical note is concerned with the nonlinear filtering for networked control systems. First, the modified particle filter algorithm with intermittent observations is proposed and the conditional Cramér‐Rao lower (CRL) bound with packet dropouts for nonlinear non‐Gaussian system is derived. Second, an upper bound for the CRL bound of the Gaussian filter with packet losses is obtained by constructing a linear Gaussian‐Markovian networked system because of the complexity in direct analysis and computation. Third, a sufficient condition is given for the bounded expectation of the CRL bound, which is the necessary condition for bounded mean‐square error covariance. Finally, an example illustrates the effectiveness of the proposed filter.