Relative closeness ranking of Kalman filtering with multiple mismatched measurement noise covariances

doi:10.1049/iet-cta.2017.1088

	Relative closeness ranking of Kalman filtering with multiple mismatched measurement noise covariances
	Shao, Teng 1; Ge, Quanbo 2,3; Duan, Zhansheng 1; Yu, Junzhi3
发表期刊	IET CONTROL THEORY AND APPLICATIONS
	2018-05-22
卷号	12 期号:8 页码:1133-1140
文章类型	Article
摘要	Due 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.
关键词	Linear 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标题词	Science & Technology ; Technology
DOI	10.1049/iet-cta.2017.1088
关键词[WOS]	NONLINEAR-SYSTEMS ; NAVIGATION
收录类别	SCI
语种	英语
项目资助者	Fundamental 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研究方向	Automation & Control Systems ; Engineering ; Instruments & Instrumentation
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic ; Instruments & Instrumentation
WOS记录号	WOS:000431111000012
引用统计	被引频次：5[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.ia.ac.cn/handle/173211/22043
专题	复杂系统认知与决策实验室_先进机器人
作者单位	1.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
推荐引用方式 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.