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

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

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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 languageEnglish
    Title of host publicationDecision and Control, 1998. Proceedings of the 37th IEEE Conference on
    Volume4
    PublisherIEEE
    Publication date1998
    Pages3972-3977
    ISBN (Print)0-7803-4394-8
    DOIs
    Publication statusPublished - 1998
    Event37th IEEE Conference on Decision and Control - Tampa, FL, United States
    Duration: 16 Dec 199818 Dec 1998
    Conference number: 37
    http://ieeexplore.ieee.org/xpl/mostRecentIssue.jsp?punumber=6103

    Conference

    Conference37th IEEE Conference on Decision and Control
    Number37
    Country/TerritoryUnited States
    CityTampa, FL
    Period16/12/199818/12/1998
    Internet address

    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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