Should delayed measurements always be incorporated in filtering?

2007 15th International Conference on Digital Signal Processing, DSP 2007

Volumn , Issue , 2007, Pages 264-267

  Tasoulis, Dimitris K ^a   Adams, Niall M ^a   Hand, David J ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Delayed measurements; Discrete time Kalman filter; Out of sequence measurements

Indexed keywords

DIGITAL SIGNAL PROCESSING; DIGITAL SIGNAL PROCESSORS; SIGNAL PROCESSING;

COMPUTATIONAL DEMANDS; DELAYED MEASUREMENTS; DIGITAL SIGNALS; INTERNATIONAL CONFERENCES;

INDUSTRIAL MANAGEMENT;

EID: 47649100255     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICDSP.2007.4288569     Document Type: Conference Paper

References (9)

1. K. Zhang, X.R. Li, and Y. Zbu, "Optimal update with out-of-sequence measurements," IEEE Transactions on Signal. Processing, vol. 53, no. 6, pp. 1992-2004, 2005.
2. R.E, Kidman, "A new approach to linear filtering and prediction problems," Transaction of the ASME-Journal of Basic Engineering, pp. 35-45, 1960.
3. K. Yamanaka, K. Uchida, and E. Shimemura, "Optimal control of systems with random delay," Internat. J. Control, vol. 29, no. 3, pp. 489-495, 1979.
4. A. Ray, "Output feedback control, under randomly varying distributed delays," J. Guidance, Control Dynamics, vol. 17, no. 4, pp. 701-711, 1994.
5. Y. Bar-Shalom and T.E. Fortmann, Tracking and Data Association, Academic Press, New York, 1988.
6. S. Challa, R.J. Evans, and X. Wang, "A. Bayesian solution and its approximations to out-of-sequence measurement problems," Information Fusion, vol. 4, pp. 185-199, 2003.
7. A.S. Matveev and A.V. Savkin, "The problem of state estimation via asynchronous communication channels with irregular transmission times," IEEE Transactions on Automatic Control, vol. 48, no. 4, pp. 670-676, 2003.
8. T. Larsen, N. Poulsen, N. Andersen, and O. Ravn, "Incorporation of time delayed measurements in a discrete-time kalman filter," in CDC '98, Tampa, Florida, 1998., 1998.
9. X. Lu, H.S. Zhang, W. Wang, and K.L. Teo, "Kalman filtering for multiple time-delay systems," Automatica, vol. 41, no. 8, pp. 1455-1461, 2005.