LEI Ming, BAEHR Christophe, JING Zhongliang, “Generalized LMMSE Filtering with Out-of-Sequence Observations in Arbitrary Constant Delay,” Chinese Journal of Electronics, vol. 28, no. 6, pp. 1217-1226, 2019, doi: 10.1049/cje.2019.08.005
Citation: LEI Ming, BAEHR Christophe, JING Zhongliang, “Generalized LMMSE Filtering with Out-of-Sequence Observations in Arbitrary Constant Delay,” Chinese Journal of Electronics, vol. 28, no. 6, pp. 1217-1226, 2019, doi: 10.1049/cje.2019.08.005

Generalized LMMSE Filtering with Out-of-Sequence Observations in Arbitrary Constant Delay

doi: 10.1049/cje.2019.08.005
Funds:  This work is supported by the National Natural Science Foundation of China (No.61271317) and the Aerospace Sci.&Tech. Foundation (No.15GFZ-JJ02-07).
  • Received Date: 2017-06-08
  • Rev Recd Date: 2017-11-15
  • Publish Date: 2019-11-10
  • Focusing on the problem of state estimation in the presence of sensor faults and Out-of-sequence measurement (OOSM) observations synchronously, we derive a formulation of Linear minimum mean squared error (LMMSE) filter with the arbitrary time delay of OOSM, the generalization of the present work lies in simultaneous treatment of correlated faults together with OOSMs that arrive at an arbitrary delay in a linear-optimal manner. The approach is demonstrated in a numerical comparison.
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