Title: MMSE State Estimation Approach for Linear Discrete-Time Systems With Time-Delay and Multi-Error Measurements
Authors: Sun, Y; Jing, FS; Liang, ZZ; Tan, M
Author Full Names: Sun, Yao; Jing, Fengshui; Liang, Zize; Tan, Min
Source: IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 62 (3):1530-1536; 10.1109/TAC.2016.2581479 MAR 2017
Language: English
Abstract: This technical note focuses on designing a novel optimal estimation approach for linear discrete-time systems with time-delay and multi-error measurements, inspired by the measurement demands of the Five-hundred-meter Aperture Spherical radio Telescope. Measurement errors from different measurement channels, which are considered equal in many previous estimation methods, are usually negatively correlated with time-delays. Measurements with higher time-delays usually have less errors than the ones with lower delays. Our approach improves the estimation accuracy by decreasing the usage rate of measurements with larger errors. To prove the optimality of the approach in the minimum mean square error sense, a derivation procedure is presented. A numerical example and comparison are also given to demonstrate the feasibility and advantage of the proposed approach.
ISSN: 0018-9286
eISSN: 1558-2523
IDS Number: EN3QZ
Unique ID: WOS:000395924300047
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MMSE State Estimation Approach for Linear Discrete-Time Systems With Time-Delay and Multi-Error Measurements
Mar 31, 2017Author：