Linear‐minimum‐mean‐square‐error observer for multi‐rate sensor fusion with missing measurements
Hang Geng, Yan Liang, Xiaojing Zhang · IET Control Theory and Applications · 2014
This note presents the problem of designing the linear‐minimum‐mean‐square‐error observer for a class of multi‐rate sensor fusion systems with missing measurements. Under the casuality constraint because of the multi‐rate nature, the covariances of the equivalent noises in the estimation error system are obtained via multi‐rate recursive computation. Through minimising the traces of the covariances of the estimation errors, the optimal observer is obtained. Fortunately, all the observer parameters can be calculated off‐line. A numerical example is given to show the effectiveness of the proposed observer.