Limited memory optimal filter for discrete-time systems with measurement delay

作者：Duan, Zhenhua; Song, Xinmin^*; Qin, Maoling

来源：Aerospace Science and Technology, 2017, 68: 422-430.

DOI：10.1016/j.ast.2017.05.042

• Measurement delay
• LMMSE filter
• Reorganized innovation analysis
• Limited memory optimal filter

This paper considers the limited memory optimal filter for discrete-time systems with measurement delay. Firstly, we deal with the measurement delay using the reorganized innovation analysis approach. According to the projection theory, an optimal linear filter is provided in the linear minimum mean square error (LMMSE) sense. With the increase of time, the size of LMMSE filter problem will grow. Then, in order to avoid this problem, we explore a limited memory optimal filter calculated by applying the recent N measurements. Finally, we give a numerical example to show that the limited memory optimal filter is effective.

• 出版日期2017-9
• 单位山东师范大学