Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises
type: Item
instance of: scholarly article
title: Strong tracking filter for nonlinear systems with randomly delayed measurements and correlated noises
zbMATH Open document ID: 1427.93251
DOI: 10.1155/2018/8052967
author: Hongtao Yang
author: Xinxin Meng
author: Hui Li
author: Xiulan Li
published in: Mathematical Problems in Engineering
publication date: 2019-02-08T00:00:00Z
review text: Summary: This paper proposes a novel strong tracking filter (STF), which is suitable for dealing with the filtering problem of nonlinear systems when the following cases occur: that is, the constructed model does not match the actual system, the measurements have the one-step random delay, and the process and measurement noises are correlated at the same epoch. Firstly, a framework of decoupling filter (DF) based on equivalent model transformation is derived. Further, according to the framework of DF, a new extended Kalman filtering (EKF) algorithm via using first-order linearization approximation is developed. Secondly, the computational process of the suboptimal fading factor is derived on the basis of the extended orthogonality principle (EOP). Thirdly, the ultimate form of the proposed STF is obtained by introducing the suboptimal fading factor into the above EKF algorithm. The proposed STF can automatically tune the suboptimal fading factor on the basis of the residuals between available and predicted measurements and further the gain matrices of the proposed STF tune online to improve the filtering performance. Finally, the effectiveness of the proposed STF has been proved through numerical simulation experiments.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93C10
zbMATH DE Number: 7019543
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2018/8052967
OpenAlex ID: W2789205581
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description: scientific article; zbMATH DE number 7019543