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Impact Factor:5.6
Journal:Measurement
Key Words:State space model, Time integral measurement, Time difference measurement, Filtering, Colored noise, Cross correlated noise
Abstract:Filtering for state space model with time-integral measurement is studied. In this model, the measurement is an integral function, rather than an algebraic function, of the state vector. To be more specific, in the problem studied, the measurement is the between-epoch integral of a linear combination of the state vector. This is a new measurement type which arises in several navigation applications with velocity as part of the state vector and with between-epoch displacement as the measurement of the state space model. A rigorous discrete state space model is constructed from first principles to correctly represent the problem to be solved. Compared to this rigorous model, the model used in conventional method is inferior due to the following: a) the covariance of the measurement noise is wrongly determined; b) the between-epoch correlation in the measurement noise is ignored; and c) the cross correlation between the process noise and the measurement noises is ignored. Optimal filtering algorithm is designed according to the rigorous model. A simulation study is conducted to validate the superior performance of the proposed method to the conventional method.
Indexed by:Journal paper
Document Code:109209
Discipline:Engineering
First-Level Discipline:Surveying and Mapping
Document Type:J
Volume:176
Translation or Not:no
Date of Publication:2021-02-19
Included Journals:SCI
Links to published journals:https://doi.org/10.1016/j.measurement.2021.109209