首页|Generalized LMMSE Filtering with Out-of-Sequence Observations in Arbitrary Constant Delay

Generalized LMMSE Filtering with Out-of-Sequence Observations in Arbitrary Constant Delay

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Focusing on the problem of state estimation in the presence of sensor faults and Out-of-sequence measurement (OOSM) observations synchronously,we derive a formulation of Linear minimum mean squared error (LMMSE) filter with the arbitrary time delay of OOSM,the generalization of the present work lies in simultaneous treatment of correlated faults together with OOSMs that arrive at an arbitrary delay in a linear-optimal manner.The approach is demonstrated in a numerical comparison.

Out-of-sequence measurement (OOSM)Linear minimum mean squared error (LMMSE)Arbitrary time delaySensor faultsFault-tolerant estimationMulti-sensor fusion

LEI Ming、BAEHR Christophe、JING Zhongliang

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School of Aeronautics and Astronautics, Shanghai Jiao Tong University, Shanghai 200240, China

Météo-France, National Meteorological Research Centre/CNRS, Toulouse 31057, France

This work is supported by the National Natural Science Foundation of ChinaAerospace Sci.&Tech.Foundation

6127131715GFZ-JJ02-07

2019

中国电子杂志(英文版)

中国电子杂志(英文版)

CSTPCDCSCDSCIEI
ISSN:1022-4653
年,卷(期):2019.28(6)
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