Generalized solution to smoothing and out-of-sequence processing
The increasing trend toward multisensor systems is driving an interest for distributed tracking algorithms. In such systems, data transmissions with imperfect communication links often lead to varying time delays. The challenge of online processing of delayed data is generally known as the out-of-se...
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| Vydané v: | IEEE transactions on aerospace and electronic systems Ročník 50; číslo 3; s. 1739 - 1748 |
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| Hlavní autori: | , |
| Médium: | Journal Article |
| Jazyk: | English |
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New York
IEEE
01.07.2014
The Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
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| ISSN: | 0018-9251, 1557-9603 |
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| Abstract | The increasing trend toward multisensor systems is driving an interest for distributed tracking algorithms. In such systems, data transmissions with imperfect communication links often lead to varying time delays. The challenge of online processing of delayed data is generally known as the out-of-sequence (OoS) problem. An exact solution to this problem is given by the accumulated state density (ASD) filter. However, the Rauch-Tung-Striebel (RTS) retrodiction1 is inherently integrated to the ASD approach, so a certain number of states must be updated at each filtering step. In this paper, a generalized form of the ASD filter is presented. In particular, the exact update formula for states that refer to time instants that are older and newer than a given measurement is calculated. As a consequence, OoS data can be processed without applying retrodiction. A novel smoothing scheme is presented that uses the exact cross-covariances of a measurement and a past state without recursion. A numerical evaluation shows that this smoothing scheme is about 25% faster than the RTS equations yet is still exact. |
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| AbstractList | The increasing trend toward multisensor systems is driving an interest for distributed tracking algorithms. In such systems, data transmissions with imperfect communication links often lead to varying time delays. The challenge of online processing of delayed data is generally known as the out-of-sequence (OoS) problem. An exact solution to this problem is given by the accumulated state density (ASD) filter. However, the Rauch-Tung-Striebel (RTS) retrodiction1 is inherently integrated to the ASD approach, so a certain number of states must be updated at each filtering step. In this paper, a generalized form of the ASD filter is presented. In particular, the exact update formula for states that refer to time instants that are older and newer than a given measurement is calculated. As a consequence, OoS data can be processed without applying retrodiction. A novel smoothing scheme is presented that uses the exact cross-covariances of a measurement and a past state without recursion. A numerical evaluation shows that this smoothing scheme is about 25% faster than the RTS equations yet is still exact. |
| Author | Koch, Wolfgang Govaers, Felix |
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| Cites_doi | 10.1016/j.robot.2007.05.014 10.1016/j.isprsjprs.2006.09.013 10.1109/ICIF.2010.5711959 10.1109/78.978374 10.1109/TAES.2005.1468758 10.1117/12.45628 10.1109/TAES.2002.1039398 10.1002/0471221279 10.1109/AERO.2002.1036872 10.1109/TAES.2011.5937302 10.2514/3.3166 10.1109/AERO.2001.931505 10.1109/CAMSAP.2011.6136037 10.1109/TAES.2004.1292140 10.1109/TAES.2005.1413749 10.1109/CDC.2010.5717770 10.1016/S1566-2535(03)00037-X |
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| SubjectTerms | Density measurement Finite element analysis Mathematical model Multisensor systems Sensors Smoothing methods Time measurement Variable speed drives |
| Title | Generalized solution to smoothing and out-of-sequence processing |
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