Kalman filtering over wireless fading channels — How to handle packet drop ‡

In this paper we consider estimation of dynamical systems over wireless fading communication channels using a Kalman filter. We show the impact of the stochastic communication noise on the estimation process. We furthermore show how noisy packets should be handled in the receiver. More specifically, we illustrate the impact of the availability of a cross-layer information path on the optimum receiver design. In the absence of a cross-layer information path, it was shown that packet drop should be designed to balance information loss and communication noise in order to optimize the performance. In the presence of a cross-layer path, we show that keeping all the packets will minimize the average estimation error covariance. We also derive the stability condition in the presence of noisy packets and show that it is independent of the shape of the communication noise variance or availability of a cross-layer information path. Copyright q 2008 John Wiley & Sons, Ltd.