Linear-minimum-mean-square-error observer for multi-rate sensor fusion with missing measurements

Hang Geng, Yan Liang, Xiaojing Zhang

Research output: Contribution to journalArticlepeer-review

28 Scopus citations

Abstract

This note presents the problem of designing the linear-minimum-mean-square- error observer for a class of multirate sensor fusion systems with missing measurements. Under the casuality constraint because of the multi-rate nature, the covariances of the equivalent noises in the estimation error system are obtained via multi-rate recursive computation. Through minimising the traces of the covariances of the estimation errors, the optimal observer is obtained. Fortunately, all the observer parameters can be calculated off-line. A numerical example is given to show the effectiveness of the proposed observer.

Original languageEnglish
Pages (from-to)1375-1383
Number of pages9
JournalIET Control Theory and Applications
Volume8
Issue number14
DOIs
StatePublished - 2014

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