Joint estimation of fast-updating state and intermittent-updating state

Hang Geng, Yan Liang, Chuanbo Wen, Yonggang Chen

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

This paper formulates a joint estimation problem of fast-updating state and intermittent-updating state in multi-rate systems. The original multi-rate system is first transformed into a single-rate one. Since the direct use of Kalman filtering method on the lifted system will result in the Kalman smoother, the causality constraints must be taken into account in the filter design. Then, based on the lifted system a multi-rate filter (MRF) with causality constraints is derived in the linear minimum mean squared error (LMMSE) sense using the orthogonality principle. A numerical example is given to show the effectiveness of the proposed filter.

Original languageEnglish
Title of host publication2016 22nd International Conference on Automation and Computing, ICAC 2016
Subtitle of host publicationTackling the New Challenges in Automation and Computing
EditorsJing Wang, Zhijie Xu
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages9-14
Number of pages6
ISBN (Electronic)9781862181311
DOIs
StatePublished - 20 Oct 2016
Event22nd International Conference on Automation and Computing, ICAC 2016 - Colchester, United Kingdom
Duration: 7 Sep 20168 Sep 2016

Publication series

Name2016 22nd International Conference on Automation and Computing, ICAC 2016: Tackling the New Challenges in Automation and Computing

Conference

Conference22nd International Conference on Automation and Computing, ICAC 2016
Country/TerritoryUnited Kingdom
CityColchester
Period7/09/168/09/16

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