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Relative closeness ranking of Kalman filtering with multiple mismatched measurement noise covariances
Shao, Teng1; Ge, Quanbo2,3; Duan, Zhansheng1; Yu, Junzhi3
Source PublicationIET CONTROL THEORY AND APPLICATIONS
2018-05-22
Volume12Issue:8Pages:1133-1140
SubtypeArticle
AbstractDue to the complexity of practical systems, the used models generally mismatch the practical ones. For the Kalman filtering with a single mismatched measurement noise covariance, the ranking of the ideal MSE (IMSE), the filter calculated MSE (FMSE), and the true MSE (TMSE) has been established. This study considers the ranking of the relative closenesses from the FMSE and TMSE to the IMSE when multiple mismatched measurement noise covariances are used. It is found that for the case with two deviations of the same signs, the larger the absolute deviation is, the farther away the FMSE or TMSE is from the IMSE. It is also found that for the case with two deviations of different signs, if the positive deviations are less than the absolute value of the negative deviation, then the FMSE or TMSE with positive deviation is relatively closer to the IMSE. Otherwise the ranking of the two corresponding relative closenesses depends on the parallel sum of two deviations with a non-zero threshold. Then the pair-wised ranking of the relative closenesses corresponding to two arbitrary deviations is further extended to the case with more than two deviations. Numerical examples are provided to validate the results.
KeywordLinear Systems Kalman Filters Mean Square Error Methods Relative Closeness Ranking Kalman Filtering Multiple Mismatched Measurement Noise Covariances Linear Dynamic Systems Ideal Mse Filter Calculated Mse True Mse Fmse Tmse Imse Mean Squared Error
WOS HeadingsScience & Technology ; Technology
DOI10.1049/iet-cta.2017.1088
WOS KeywordNONLINEAR-SYSTEMS ; NAVIGATION
Indexed BySCI
Language英语
Funding OrganizationFundamental Research Funds for the Central Universities of China ; Zhejiang Provincial Nature Science Foundation of China(LR17F030005) ; Hangzhou Dianzi University ; Open Project Program of the State Key Laboratory of Management and Control for Complex Systems ; National Natural Science Foundation of China (NSFC)(61273037 ; 61333011 ; 61673317 ; 61773313)
WOS Research AreaAutomation & Control Systems ; Engineering ; Instruments & Instrumentation
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic ; Instruments & Instrumentation
WOS IDWOS:000431111000012
Citation statistics
Document Type期刊论文
Identifierhttp://ir.ia.ac.cn/handle/173211/22043
Collection复杂系统管理与控制国家重点实验室_先进机器人
Affiliation1.Xi An Jiao Tong Univ, Ctr Informat Engn Sci Res, Xian 710049, Shaanxi, Peoples R China
2.Hangzhou Dianzi Univ, Inst Syst Sci & Control Engn, Sch Automat, Hangzhou 310018, Zhejiang, Peoples R China
3.Chinese Acad Sci, Inst Automat, State Key Lab Management & Control Complex Syst, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Shao, Teng,Ge, Quanbo,Duan, Zhansheng,et al. Relative closeness ranking of Kalman filtering with multiple mismatched measurement noise covariances[J]. IET CONTROL THEORY AND APPLICATIONS,2018,12(8):1133-1140.
APA Shao, Teng,Ge, Quanbo,Duan, Zhansheng,&Yu, Junzhi.(2018).Relative closeness ranking of Kalman filtering with multiple mismatched measurement noise covariances.IET CONTROL THEORY AND APPLICATIONS,12(8),1133-1140.
MLA Shao, Teng,et al."Relative closeness ranking of Kalman filtering with multiple mismatched measurement noise covariances".IET CONTROL THEORY AND APPLICATIONS 12.8(2018):1133-1140.
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