Premium
Real‐time Kalman filtering based on distributed measurements
Author(s) -
Cui Peng,
Zhang Huanshui,
Lam James,
Ma Lifeng
Publication year - 2012
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.2848
Subject(s) - kalman filter , flexibility (engineering) , computer science , projection (relational algebra) , scheme (mathematics) , fast kalman filter , algorithm , hilbert space , uncorrelated , control theory (sociology) , mathematics , extended kalman filter , artificial intelligence , mathematical analysis , statistics , control (management)
SUMMARY A kind of real‐time Kalman filtering problem is discussed for systems with distributed multichannel measurements. Recursive filters are presented for two cases with correlated and uncorrelated measurement noises. An optimal algorithm is constructed using projection theory in Hilbert space according to a first‐come‐first‐served scheme. An update is generated whenever a new measurement arrives at a central unit. Therefore, the algorithm has the practical advantages of flexibility and the easiness for real‐time implementation. Copyright © 2012 John Wiley & Sons, Ltd.