Open AccessLinear‐minimum‐mean‐square‐error observer for multi‐rate sensor fusion with missing measurements
Author(s) -
Geng Hang,
Liang Yan,
Zhang Xiaojing
Publication year - 2014
Publication title -
iet control theory and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.059
H-Index - 108
eISSN - 1751-8652
pISSN - 1751-8644
DOI - 10.1049/iet-cta.2013.0972
Subject(s) - observer (physics) , control theory (sociology) , minimum mean square error , computation , mathematics , mean squared error , fusion , sensor fusion , mean square , constraint (computer aided design) , computer science , algorithm , statistics , artificial intelligence , control (management) , linguistics , physics , philosophy , quantum mechanics , estimator , geometry
This note presents the problem of designing the linear‐minimum‐mean‐square‐error observer for a class of multi‐rate sensor fusion systems with missing measurements. Under the casuality constraint because of the multi‐rate nature, the covariances of the equivalent noises in the estimation error system are obtained via multi‐rate recursive computation. Through minimising the traces of the covariances of the estimation errors, the optimal observer is obtained. Fortunately, all the observer parameters can be calculated off‐line. A numerical example is given to show the effectiveness of the proposed observer.