Title :
A new optimal OOSM filtering algorithm
Author :
Feng, Xiao-Liang ; Wen, Cheng-lin ; Xu, Li-Zhong
Author_Institution :
Coll. of Comput. & Inf. Eng., HoHai Univ., Nanjing, China
Abstract :
This paper investigates the problem of OOSM filtering for the system with arbitrary-step-lag OOSM. A new direct OOSM filtering algorithm is devised, based on the built equivalent measurement. The proposed algorithm takes fully consideration on the correlation of the equivalent measurement noise and the previous estimations, so it is optimal in the sense of MMSE. Finally, a simulation with two scenes is presented to illustrate the capabilities of the proposed algorithm.
Keywords :
filtering theory; least mean squares methods; MMSE; arbitrary-step-lag OOSM; optimal OOSM filtering algorithm; out-of-sequence measurement; Current measurement; Estimation; Filtering algorithms; Kalman filters; Noise; Noise measurement; Equivalent measurement; Kalman filter; Out-of-sequence measurement;
Conference_Titel :
Wavelet Analysis and Pattern Recognition (ICWAPR), 2011 International Conference on
Conference_Location :
Guilin
Print_ISBN :
978-1-4577-0283-9
DOI :
10.1109/ICWAPR.2011.6014490
