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

Hang Geng, Yan Liang, Chuanbo Wen, Yonggang Chen

科研成果: 书/报告/会议事项章节会议稿件同行评审

摘要

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.

源语言英语
主期刊名2016 22nd International Conference on Automation and Computing, ICAC 2016
主期刊副标题Tackling the New Challenges in Automation and Computing
编辑Jing Wang, Zhijie Xu
出版商Institute of Electrical and Electronics Engineers Inc.
9-14
页数6
ISBN(电子版)9781862181311
DOI
出版状态已出版 - 20 10月 2016
活动22nd International Conference on Automation and Computing, ICAC 2016 - Colchester, 英国
期限: 7 9月 20168 9月 2016

出版系列

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

会议

会议22nd International Conference on Automation and Computing, ICAC 2016
国家/地区英国
Colchester
时期7/09/168/09/16

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