Real‐time Kalman filtering based on distributed measurements

descriptionPublicationkeyboard_double_arrow_right Article 11 May 2012 China (People's Republic of) English Publisher:WileyJournal:International Journal of Robust and Nonlinear Control, volume 23, pages 1,597-1,608 (issn: 1049-8923, eissn: 1099-1239,

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Authors: Lam, J; Cui, P; Zhang, H; Ma, L;

doi: 10.1002/rnc.2848

handle: 10722/203004

Real‐time Kalman filtering based on distributed measurements

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Abstract

SUMMARYA kind of real‐time Kalman filtering problem is discussed for systems with distributed multichannel measurements. Recursive filters are presented for two cases with correlated and uncorrelated measurement noises. An optimal algorithm is constructed using projection theory in Hilbert space according to a first‐come‐first‐served scheme. An update is generated whenever a new measurement arrives at a central unit. Therefore, the algorithm has the practical advantages of flexibility and the easiness for real‐time implementation. Copyright © 2012 John Wiley & Sons, Ltd.

Country

China (People's Republic of)

Related Organizations

Shandong Women’s University
China (People's Republic of)
University of Hong Kong
China (People's Republic of)
Nanjing University of Science and Technology
China (People's Republic of)
University of Hong Kong (香港大學)
China (People's Republic of)
University of Jinan
China (People's Republic of)

Keywords

correlated noises, Discrete-time control/observation systems, distributed measurements, real-time Kalman filtering, distributed estimation, Filtering in stochastic control theory

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