A NEW OPTIMAL OOSM FILTERING ALGORITHM

摘要：

　　This paper investigates the problem of OOSM filtering for the system with arbitrary-step-lag OOSM.A new direct OOSM filtering algorithm is devised,based on the built equivalent measurement.The proposed algorithm takes fully consideration on the correlation of the equivalent measurement noise and the previous estimations,so it is optimal in the sense of MMSE.Finally,a simulation with two scenes is presented to illustrate the capabilities of the proposed algorithm.

关键词： Kalman filter Equivalent measurement Out-of-sequence measurement

作者: XIAO-LIANG FENG CHENG-LIN WEN LI-ZHONG XU

作者单位: College of Computer and Information Engineering, HoHai University, Nanjing 210098, China College of Automation, Hangzhou Dianzi University, Hangzhou 310018, China

会议类型: 国际会议

会议名称: 2011 International Conference on Wavelet Analysis and Pattern Recognition(2011小波分析与模式识别国际会议)

会议地点: 桂林

会议语种:英文

页码: 177-181

在线出版日期: 2011-07-10（万方平台首次上网日期，不代表论文的发表时间）