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

页码：25 / 30

页数：6

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