Title :
State estimation in systems with multiple simultaneous measurements
Author :
Pulford, Graham ; Evans, Robin
Author_Institution :
Dept. of Electr. & Electron. Eng., Melbourne Univ., Parkville, Vic., Australia
Abstract :
Considers the problem of estimating the state of a discrete-time, linear stochastic system given a number of distinct, noisy measurements at each time instant. The observation process consists of a finite set of known, linear measurement models with additive white noise. The number of measurements may vary with time and the correspondence of the measurements with the models is unknown. The authors derive a recursive, suboptimal filter that provides an effective solution to this multi-measurement association and filtering problem
Keywords :
differential equations; discrete time systems; filtering theory; linear systems; recursive estimation; sensor fusion; state estimation; stochastic systems; white noise; additive white noise; discrete-time linear stochastic system; linear measurement models; multi-measurement association; multiple simultaneous measurements; noisy measurements; observation process; recursive suboptimal filter; state estimation; Covariance matrix; Ear; Electric variables measurement; Filters; Radar tracking; Seismic measurements; Signal processing; State estimation; Stochastic systems; Time measurement;
Conference_Titel :
Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
Conference_Location :
Lake Buena Vista, FL
Print_ISBN :
0-7803-1968-0
DOI :
10.1109/CDC.1994.411654
