Title :
State estimation for a class of non-uniform sampling systems
Author :
Honglei, Lin ; Shuli, Sun
Author_Institution :
Department of Automation, Heilongjiang University, Harbin, Heilongjiang Province, China, 150080
Abstract :
The modeling and state estimation for a class of non-uniform sampling linear stochastic systems are studied, where the state is updated uniformly at a fast rate and the measurement is sampled non-uniformly once at most in a state update period. A state space model is developed to describe the dynamics at the measurement sampling points within a state update period. A non-augmented optimal state estimation algorithm is proposed in the linear minimum variance sense. Simulation results show the effectiveness of the algorithm.
Keywords :
Covariance matrices; Filtering; Filtering algorithms; Noise; Sensors; State estimation; Time measurement; innovation analysis approach; linear minimum variance; non-augmented filter; non-uniform sampling;
Conference_Titel :
Control Conference (CCC), 2015 34th Chinese
Conference_Location :
Hangzhou, China
DOI :
10.1109/ChiCC.2015.7259942
