LMMSE Filtering with Out-of-Sequence and Uncertain Observations

被引：0
|
作者：
Sigalov, Daniel [1 ]
Oshman, Yaakov [2 ]
机构：
[1] Technion Israel Inst Technol, Program Appl Math, Haifa, Israel
[2] Technion Israel Inst Technol, Dept Aerosp Engn, Haifa, Israel
来源：
2016 19TH INTERNATIONAL CONFERENCE ON INFORMATION FUSION (FUSION) | 2016年
关键词：
TRACKING; SYSTEMS; UPDATE;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
We consider the problem of state estimation in the presence of sensor faults and out-of-sequence observations, and derive a linear minimum mean squared error filter for it. The resulting algorithm generalizes classical methods in state estimation by simultaneously addressing, in a linear-optimal manner, two classical state estimation problems. The algorithm's performance is demonstrated in a numerical study.
引用
收藏
页码：25 / 30
页数：6
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