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Improved Gaussian filtering for handling concurrent delayed and missing measurements

Improved Gaussian filtering for handling concurrent delayed and missing measurements This article addresses the Gaussian filtering problem under the environment of jointly occurring delayed and missing measurements. In this work, the former irregularity is incorporated (in the measurement model) using a Bernoulli random variable (BRV) and a geometric random variable, while the latter is subsumed with the help of the BRV; thereby, it enables to take account of large delay extents efficiently. Specifically, a modified measurement model, which incorporates the concerned irregularities, is introduced. Accordingly, the measurement‐related statistical parameters, that is, measurement estimate, covariance, and cross‐covariance, are rederived with respect to the modified measurement model. The rederived parameters replace the corresponding ones in the traditional Gaussian filtering algorithm, resulting in the proposed Gaussian filter. The simulation results conclude the superior performance of the proposed filter over the existing filters in handling the coexisting delay and missing measurement irregularities. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Asian Journal of Control Wiley

Improved Gaussian filtering for handling concurrent delayed and missing measurements

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References (28)

Publisher
Wiley
Copyright
© 2023 Chinese Automatic Control Society and John Wiley & Sons Australia, Ltd
ISSN
1561-8625
eISSN
1934-6093
DOI
10.1002/asjc.3126
Publisher site
See Article on Publisher Site

Abstract

This article addresses the Gaussian filtering problem under the environment of jointly occurring delayed and missing measurements. In this work, the former irregularity is incorporated (in the measurement model) using a Bernoulli random variable (BRV) and a geometric random variable, while the latter is subsumed with the help of the BRV; thereby, it enables to take account of large delay extents efficiently. Specifically, a modified measurement model, which incorporates the concerned irregularities, is introduced. Accordingly, the measurement‐related statistical parameters, that is, measurement estimate, covariance, and cross‐covariance, are rederived with respect to the modified measurement model. The rederived parameters replace the corresponding ones in the traditional Gaussian filtering algorithm, resulting in the proposed Gaussian filter. The simulation results conclude the superior performance of the proposed filter over the existing filters in handling the coexisting delay and missing measurement irregularities.

Journal

Asian Journal of ControlWiley

Published: Nov 1, 2023

Keywords: delayed measurement; Gaussian filtering; missing measurement; nonlinear filtering

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