Fractionally Delayed Kalman Filter
文献类型：期刊论文
| 作者 | Abhinoy Kumar Singh |
| 刊名 | IEEE/CAA Journal of Automatica Sinica
 |
| 出版日期 | 2020 |
| 卷号 | 7期号:1页码:169-177 |
| 关键词 | Gaussian likelihood Kalman filter optimal Kalman gain randomly delayed measurements |
| ISSN号 | 2329-9266 |
| DOI | 10.1109/JAS.2019.1911840 |
| 英文摘要 | The conventional Kalman filter is based on the assumption of non-delayed measurements. Several modifications appear to address this problem, but they are constrained by two crucial assumptions: 1) the delay is an integer multiple of the sampling interval, and 2) a stochastic model representing the relationship between delayed measurements and a sequence of possible non-delayed measurements is known. Practical problems often fail to satisfy these assumptions, leading to poor estimation accuracy and frequent track-failure. This paper introduces a new variant of the Kalman filter, which is free from the stochastic model requirement and addresses the problem of fractional delay. The proposed algorithm fixes the maximum delay (problem specific), which can be tuned by the practitioners for varying delay possibilities. A sequence of hypothetically defined intermediate instants characterizes fractional delays while maximum likelihood based delay identification could preclude the stochastic model requirement. Fractional delay realization could help in improving estimation accuracy. Moreover, precluding the need of a stochastic model could enhance the practical applicability. A comparative analysis with ordinary Kalman filter shows the high estimation accuracy of the proposed method in the presence of delay. |
| 源URL | [http://ir.ia.ac.cn/handle/173211/42930]  |
| 专题 | 自动化研究所_学术期刊_IEEE/CAA Journal of Automatica Sinica |
| 推荐引用方式 GB/T 7714 | Abhinoy Kumar Singh. Fractionally Delayed Kalman Filter[J]. IEEE/CAA Journal of Automatica Sinica,2020,7(1):169-177. |
| APA | Abhinoy Kumar Singh.(2020).Fractionally Delayed Kalman Filter.IEEE/CAA Journal of Automatica Sinica,7(1),169-177. |
| MLA | Abhinoy Kumar Singh."Fractionally Delayed Kalman Filter".IEEE/CAA Journal of Automatica Sinica 7.1(2020):169-177. |
入库方式： OAI收割
来源：自动化研究所
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