Limited memory optimal filter for discrete-time systems with measurement delay

Duan Zhenhua; Song Xinmin; Qin Maoling

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Limited memory optimal filter for discrete-time systems with measurement delay

机译：具有测量延迟的离散时间系统的有限存储器最佳滤波器

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This paper considers the limited memory optimal filter for discrete-time systems with measurement delay. Firstly, we deal with the measurement delay using the reorganized innovation analysis approach. According to the projection theory, an optimal linear filter is provided in the linear minimum mean square error (LMMSE) sense. With the increase of time, the size of LMMSE filter problem will grow. Then, in order to avoid this problem, we explore a limited memory optimal filter calculated by applying the recent N measurements. Finally, we give a numerical example to show that the limited memory optimal filter is effective. (C) 2017 Elsevier Masson SAS. All rights reserved.

机译：本文考虑了具有测量延迟的离散时间系统的有限存储最优滤波器。首先，我们使用重组的创新分析方法处理测量延迟。根据投影理论，在线性最小均方误差（LMMSE）意义上提供了一个最佳线性滤波器。随着时间的增加，LMMSE过滤器问题的规模将越来越大。然后，为了避免此问题，我们探索了通过应用最近的N次测量而计算出的有限内存最佳滤波器。最后，我们给出一个数值例子来说明有限内存最优滤波器是有效的。（C）2017 Elsevier Masson SAS。版权所有。

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来源
《Aerospace science and technology》 |2017年第9期|422-430|共9页
作者
Duan Zhenhua; Song Xinmin; Qin Maoling;
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作者单位

Shandong Normal Univ, Sch Informat Sci & Engn, Jinan 250014, Shandong, Peoples R China;

Shandong Normal Univ, Sch Informat Sci & Engn, Jinan 250014, Shandong, Peoples R China|Shandong Normal Univ, Inst Data Sci & Technol, Jinan 250014, Shandong, Peoples R China;

Shandong Normal Univ, Sch Informat Sci & Engn, Jinan 250014, Shandong, Peoples R China;

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收录信息美国《科学引文索引》(SCI);美国《工程索引》(EI);
原文格式 PDF
正文语种 eng
中图分类
关键词
Measurement delay; LMMSE filter; Reorganized innovation analysis; Limited memory optimal filter;

机译：测量延迟;LMMSE滤波器;重组创新分析;有限内存优化滤波器;

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8. Suboptimal Filtering. Part 3 - Limited Memory Optimal Filtering Final Report [R] . Bailie, A. E., Jazwinski, A. H., Levine, N., 1968

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Limited memory optimal filter for discrete-time systems with measurement delay

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