Incorporation of Time Delayed Measurements in a Discrete-time Kalman Filter

Thomas Dall Larsen; Nils Axel Andersen; Ole Ravn; Niels Kjølstad Poulsen

doi:10.1109/CDC.1998.761918

Incorporation of Time Delayed Measurements in a Discrete-time Kalman Filter

Thomas Dall Larsen, Nils Axel Andersen, Ole Ravn, Niels Kjølstad Poulsen

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

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Abstract

In many practical systems there is a delay in some of the sensor devices, for instance vision measurements that may have a long processing time. How to fuse these measurements in a Kalman filter is not a trivial problem if the computational delay is critical. Depending on how much time there is at hand, the designer has to make trade offs between optimality and computational burden of the filter. In this paper various methods in the literature along with a new method proposed by the authors will be presented and compared. The new method is based on “extrapolating” the measurement to present time using past and present estimates of the Kalman filter and calculating an optimal gain for this extrapolated measurement

Original language	English
Title of host publication	Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Volume	4
Publisher	IEEE
Publication date	1998
Pages	3972-3977
ISBN (Print)	0-7803-4394-8
DOIs	https://doi.org/10.1109/CDC.1998.761918
Publication status	Published - 1998
Event	37th IEEE Conference on Decision and Control - Tampa, FL, United States Duration: 16 Dec 1998 → 18 Dec 1998 Conference number: 37 http://ieeexplore.ieee.org/xpl/mostRecentIssue.jsp?punumber=6103

Conference

Conference	37th IEEE Conference on Decision and Control
Number	37
Country	United States
City	Tampa, FL
Period	16/12/1998 → 18/12/1998
Internet address	http://ieeexplore.ieee.org/xpl/mostRecentIssue.jsp?punumber=6103

Bibliographical note

Copyright: 1998 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE

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@inproceedings{d1cfa16f34ef44d8a3196aa5b1541c7b,

title = "Incorporation of Time Delayed Measurements in a Discrete-time Kalman Filter",

abstract = "In many practical systems there is a delay in some of the sensor devices, for instance vision measurements that may have a long processing time. How to fuse these measurements in a Kalman filter is not a trivial problem if the computational delay is critical. Depending on how much time there is at hand, the designer has to make trade offs between optimality and computational burden of the filter. In this paper various methods in the literature along with a new method proposed by the authors will be presented and compared. The new method is based on “extrapolating” the measurement to present time using past and present estimates of the Kalman filter and calculating an optimal gain for this extrapolated measurement",

author = "Larsen, {Thomas Dall} and Andersen, {Nils Axel} and Ole Ravn and Poulsen, {Niels Kj{\o}lstad}",

note = "Copyright: 1998 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE; 37th IEEE Conference on Decision and Control, CDC ; Conference date: 16-12-1998 Through 18-12-1998",

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Incorporation of Time Delayed Measurements in a Discrete-time Kalman Filter. / Larsen, Thomas Dall; Andersen, Nils Axel ; Ravn, Ole ; Poulsen, Niels Kjølstad.

Decision and Control, 1998. Proceedings of the 37th IEEE Conference on. Vol. 4 IEEE, 1998. p. 3972-3977.

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

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