Journal ArticleDOI
Estimation using a multirate filter
D. Andrisani,Ching-Fu Gau +1 more
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This note presents both optimal and suboptimal filtering algorithms for estimating state variables based on measurements sampled at two different data rates.Abstract:
This note presents both optimal and suboptimal filtering algorithms for estimating state variables based on measurements sampled at two different data rates. The optimal algorithm consists of two parallel Kalman filters; one processes the fast rate measurement and is of reduced-order, and the other processes the residuals from the first filter along with the slow rate measurement. This algorithm is used to design a suboptimal algorithm that has decreased computational requirements with only a small performance penalty.read more
Citations
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Journal ArticleDOI
Brief paper: Multi-rate stochastic H∞ filtering for networked multi-sensor fusion
Yan Liang,Tongwen Chen,Quan Pan +2 more
TL;DR: A UI observer is proposed where PDs are represented as zero-mean white input noises of the linear time-variant estimation error system, and the results on the existence of a stable observer are proposed.
Journal ArticleDOI
Bias estimation for asynchronous multi-rate multi-sensor fusion with unknown inputs
TL;DR: A two-stage fusion scheme is proposed to estimate the state, the UI and the UI-driven bias for asynchronous multi-sensor fusion and is designed via the average consensus fusion rule weighted by matrices.
Journal ArticleDOI
Multi-rate optimal state estimation
Yan Liang,Tongwen Chen,Quan Pan +2 more
TL;DR: This article formulates a multi-rate linear minimum mean squared error (LMMSE) state estimation problem, which includes four rates as follows: the state updating rate in the model, the measurement sampling rate, the estimate updating rate and the estimate output rate.
Journal ArticleDOI
Event-Based Finite-Time Filtering for Multirate Systems With Fading Measurements
TL;DR: The addressed finite-time filtering problem of NMSs is recast as a convex optimization one that can be solved via the semidefinite program method.
Journal ArticleDOI
Model-reduced fault detection for multi-rate sensor fusion with unknown inputs
Hang Geng,Hang Geng,Yan Liang,Yan Liang,Feng Yang,Feng Yang,Linfeng Xu,Linfeng Xu,Quan Pan,Quan Pan +9 more
TL;DR: This work proposes the model-reduced fault detection (MRFD) problem for multi-rate sensor fusion subject to UIs and faults imposed on the actuator and sensors, and designs a fast and computation-effective FD scheme based on the reduced model.
References
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Journal ArticleDOI
Novel Method for Data Compression in Recursive INS Error Estimation
TL;DR: A new data compression method is presented which is applicable to systems whose observables are a linear combination of only a part of the system states, and the peculiar Kalman filter form of this case is used.
Journal ArticleDOI
Multistage linear estimation using partitioning
D. Andrisani,Ching-Fu Gau +1 more
TL;DR: In this article, a two-stage estimator consisting of two consecutive Kalman filters is proposed to solve the linear estimation problem, and the interconnections between this estimator structure and the more familiar one-stage optimal Kalman filter are discussed.
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