Gaussian Recursive Filtering Algorithm for Multi-Rate Sensor Systems with Delayed and Infrequent Primary Measurements
Kai Tang, Xing-jun Yuan, Xin Chao Zhao, Kai Zhao, Shenmin Song · 2019
In order to reduce the computational burden of multi-rate multi-sensor systems with delayed and infrequent measurements, in this paper, we propose two Gaussian recursive filters. First of all, by augmenting the delayed and infrequent measurements to original one and introducing a judgment factor, the centralized filter is designed. Then, based on the rule of CI fusion and the same factor in centralized fusion filter, the distributed fusion filter is designed. Finally, to verify the effectiveness of proposed centralized and distributed filter in this paper, using a discrete-time linear model, the two algorithms proposed in this paper are compared with the standard Kalman filter without infrequent measurements and the method of re-computation.