MMSE State Estimation Approach for Linear Discrete-Time Systems With Time-Delay and Multi-Error Measurements

Abstract

This paper focuses on designing a novel optimal estimation approach for linear discrete-time systems with time-delay and multi-error measurements, inspired by the measurement demands of Five-hundredmeter Aperture Spherical radio Telescope. Measurement errors from different measurement channels, which are considered equal in many previous estimation methods, are usually negatively correlated with timedelays. Measurements with higher time-delays usually have less errors than the ones with lower delays. Our approach improves the estimation accuracy by decreasing the usage rate of measurements with larger errors. To prove the optimality of the approach in the minimum mean square error sense, a derivation procedure is presented. A numerical example and comparison are also given to demonstrate the feasibility and advantage of the proposed approach.Index Terms-explicit time-delay, multi-error measurements, MMSE state estimation approach

A Multi-Sensor Interacted Vehicle-Tracking Algorithm with Time-Varying Observation Error

“…Ref. [22] designed a new optimal estimation method for linear discrete time-systems with timedelay and multi-error measurement. This method improved the estimation accuracy by reducing the usage rate of measurement values with larger errors.…”

“…Substituting the predicted sigma point x a (j) (k + 1|k) into the observation Equation ( 5), the observation prediction is as shown in ( 19)- (22).…”