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 language | English |
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Pages (from-to) | 1375-1383 |
Number of pages | 9 |
Journal | IET Control Theory and Applications |
Volume | 8 |
Issue number | 14 |
DOIs | |
State | Published - 2014 |