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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Bibliographic Details
Published in:IEEE transactions on aerospace and electronic systems Vol. 50; no. 3; pp. 1739 - 1748
Main Authors: Govaers, Felix, Koch, Wolfgang
Format: Journal Article
Language:English
Published: New York IEEE 01.07.2014
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:
Density measurement
Finite element analysis
Mathematical model
Multisensor systems
Sensors
Smoothing methods
Time measurement
Variable speed drives
ISSN:0018-9251, 1557-9603
Online Access:Get full text
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Summary: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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ISSN:0018-9251
1557-9603
DOI:10.1109/TAES.2014.130009