A modified bayesian filter for randomly delayed measurements

© 2016 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.The research of Dr. P. Date was partially supported by EPSRC, U.K., under grant reference EP/L019477/1

A particle filtering approach for joint detection/estimation of multipath effects on GPS measurements

Multipath propagation causes major impairments to Global Positioning System (GPS) based navigation. Multipath results in biased GPS measurements, hence inaccurate position estimates. In this work, multipath effects are considered as abrupt changes affecting the navigation system. A multiple model formulation is proposed whereby the changes are represented by a discrete valued process. The detection of the errors induced by multipath is handled by a Rao-Blackwellized particle filter (RBPF). The RBPF estimates the indicator process jointly with the navigation states and multipath biases. The interest of this approach is its ability to integrate a priori constraints about the propagation environment. The detection is improved by using information from near future GPS measurements at the particle filter (PF) sampling step. A computationally modest delayed sampling is developed, which is based on a minimal duration assumption for multipath effects. Finally, the standard PF resampling stage is modified to include an hypothesis test based decision step

A new algorithm for continuous-discrete filtering with randomly delayed measurements

This paper is a postprint of a paper submitted to and accepted for publication in IET Control Theory & Applications and is subject to Institution of Engineering and Technology Copyright. The copy of record is available at IET Digital Library.The filtering of nonlinear continuous-discrete systems is widely applicable in real-life and extensive literature is available to deal with such problems. However, all of these approaches are constrained with the assumption that the current measurement is available at every time step, although delay in measurement is natural in real-life applications. To deal with this problem, we re-derive the conventional Bayesian approximation framework for solving the continuous-discrete filtering problems. In practice, the delay is often smaller than one sampling time, which is the main case considered here. During the filtering of such systems, the actual time of correspondence should be known for a measurement received at the kth time instant. In this paper, a simple and intuitively justified cost function is used to decide the time to which the measurement at kth time instant actually corresponds. The performance of the proposed filter is compared with a conventional filter based on numerical integration which ignores random delays for a continuousdiscrete tracking problem. We show that the conventional filter fails to track the target while the modification proposed in this paper successfully deals with random delays. The proposed method may be seen as a valuable addition to the tools available for continuous-discrete filtering in nonlinear systems

Bibliographic Review on Distributed Kalman Filtering

In recent years, a compelling need has arisen to understand the effects of distributed information structures on estimation and filtering. In this paper, a bibliographical review on distributed Kalman filtering (DKF) is provided.\ud The paper contains a classification of different approaches and methods involved to DKF. The applications of DKF are also discussed and explained separately. A comparison of different approaches is briefly carried out. Focuses on the contemporary research are also addressed with emphasis on the practical applications of the techniques. An exhaustive list of publications, linked directly or indirectly to DKF in the open literature, is compiled to provide an overall picture of different developing aspects of this area

Strong Tracking Filter for Nonlinear Systems with Randomly Delayed Measurements and Correlated Noises

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

Compensation of distributed delays in integrated communication and control systems

The concept, analysis, implementation, and verification of a method for compensating delays that are distributed between the sensors, controller, and actuators within a control loop are discussed. With the objective of mitigating the detrimental effects of these network induced delays, a predictor-controller algorithm was formulated and analyzed. Robustness of the delay compensation algorithm was investigated relative to parametric uncertainties in plant modeling. The delay compensator was experimentally verified on an IEEE 802.4 network testbed for velocity control of a DC servomotor

Noisy independent component analysis of auto-correlated components

We present a new method for the separation of superimposed, independent, auto-correlated components from noisy multi-channel measurement. The presented method simultaneously reconstructs and separates the components, taking all channels into account and thereby increases the effective signal-to-noise ratio considerably, allowing separations even in the high noise regime. Characteristics of the measurement instruments can be included, allowing for application in complex measurement situations. Independent posterior samples can be provided, permitting error estimates on all desired quantities. Using the concept of information field theory, the algorithm is not restricted to any dimensionality of the underlying space or discretization scheme thereof