Asynchronous Multi-Sensor State Estimation for Systems Subject to Multiplicative and Cross-Correlated Noises With Measurement Packet Dropping

• Published in: IEEE access Vol. 9; pp. 37523 - 37533
• Main Authors: Ma, Yiming, Zhang, Mengjun, Wang, Bohao, Chen, Shuai
• Format: Journal Article
• Language: English
• Published: Piscataway IEEE 2021; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; asynchronous data; Correlated noises; Correlation analysis; Discrete time systems; Estimation; Existence theorems; Fault detection; multi-rate systems; multi-sensors; multiplicative noises; Navigation; Neural networks; Noise measurement; Sensor systems; Sensors; State estimation; Time measurement

This paper is concerned with the optimal state estimation problem for linear discrete-time systems with both multiplicative and cross-correlated noises. The measurement outputs for state estimation are collected from multiple sensors whose sampling rates are different that provide asynchronous data....