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Strong Tracking Filter for Nonlinear Systems with Randomly Delayed Measurements and Correlated Noises
Joint Authors
Yang, Hongtao
Li, Hui
Meng, Xinxin
Li, Xiulan
Source
Mathematical Problems in Engineering
Issue
Vol. 2018, Issue 2018 (31 Dec. 2018), pp.1-12, 12 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2018-02-07
Country of Publication
Egypt
No. of Pages
12
Main Subjects
Abstract EN
This paper proposes a novel strong tracking filter (STF), which is suitable for dealing with the filtering problem of nonlinear systems when the following cases occur: that is, the constructed model does not match the actual system, the measurements have the one-step random delay, and the process and measurement noises are correlated at the same epoch.
Firstly, a framework of decoupling filter (DF) based on equivalent model transformation is derived.
Further, according to the framework of DF, a new extended Kalman filtering (EKF) algorithm via using first-order linearization approximation is developed.
Secondly, the computational process of the suboptimal fading factor is derived on the basis of the extended orthogonality principle (EOP).
Thirdly, the ultimate form of the proposed STF is obtained by introducing the suboptimal fading factor into the above EKF algorithm.
The proposed STF can automatically tune the suboptimal fading factor on the basis of the residuals between available and predicted measurements and further the gain matrices of the proposed STF tune online to improve the filtering performance.
Finally, the effectiveness of the proposed STF has been proved through numerical simulation experiments.
American Psychological Association (APA)
Yang, Hongtao& Meng, Xinxin& Li, Hui& Li, Xiulan. 2018. Strong Tracking Filter for Nonlinear Systems with Randomly Delayed Measurements and Correlated Noises. Mathematical Problems in Engineering،Vol. 2018, no. 2018, pp.1-12.
https://search.emarefa.net/detail/BIM-1209125
Modern Language Association (MLA)
Yang, Hongtao…[et al.]. Strong Tracking Filter for Nonlinear Systems with Randomly Delayed Measurements and Correlated Noises. Mathematical Problems in Engineering No. 2018 (2018), pp.1-12.
https://search.emarefa.net/detail/BIM-1209125
American Medical Association (AMA)
Yang, Hongtao& Meng, Xinxin& Li, Hui& Li, Xiulan. Strong Tracking Filter for Nonlinear Systems with Randomly Delayed Measurements and Correlated Noises. Mathematical Problems in Engineering. 2018. Vol. 2018, no. 2018, pp.1-12.
https://search.emarefa.net/detail/BIM-1209125
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1209125