Adaptive Kalman Estimation in Target Tracking Mixed with Random One-Step Delays, Stochastic-Bias Measurements, and Missing Measurements
The objective of this paper is concerned with the estimation problem for linear discrete-time stochastic systems with mixed uncertainties involving random one-step sensor delay, stochastic-bias measurements, and missing measurements. Three Bernoulli distributed random variables are employed to descr...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2013/716915 |
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| _version_ | 1832546550691135488 |
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| author | Sujuan Chen Yinya Li Guoqing Qi Andong Sheng |
| author_facet | Sujuan Chen Yinya Li Guoqing Qi Andong Sheng |
| author_sort | Sujuan Chen |
| collection | DOAJ |
| description | The objective of this paper is concerned with the estimation problem for linear discrete-time stochastic systems with mixed uncertainties involving random one-step sensor delay, stochastic-bias measurements, and missing measurements. Three Bernoulli distributed random variables are employed to describe the uncertainties. All the three uncertainties in the measurement have certain probability of occurrence in the target tracking system. And then, an adaptive Kalman estimation is proposed to deal with this problem. The adaptive filter gains can be obtained in terms of solutions to a set of recursive discrete-time Riccati equations. Examples in three scenarios of target tracking are exploited to show the effectiveness of the proposed design approach. |
| format | Article |
| id | doaj-art-a18761829f314796a956550bba5961a5 |
| institution | Kabale University |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-a18761829f314796a956550bba5961a52025-02-03T06:48:36ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2013-01-01201310.1155/2013/716915716915Adaptive Kalman Estimation in Target Tracking Mixed with Random One-Step Delays, Stochastic-Bias Measurements, and Missing MeasurementsSujuan Chen0Yinya Li1Guoqing Qi2Andong Sheng3School of Automation, Nanjing University of Science and Technology, Nanjing 210094, ChinaSchool of Automation, Nanjing University of Science and Technology, Nanjing 210094, ChinaSchool of Automation, Nanjing University of Science and Technology, Nanjing 210094, ChinaSchool of Automation, Nanjing University of Science and Technology, Nanjing 210094, ChinaThe objective of this paper is concerned with the estimation problem for linear discrete-time stochastic systems with mixed uncertainties involving random one-step sensor delay, stochastic-bias measurements, and missing measurements. Three Bernoulli distributed random variables are employed to describe the uncertainties. All the three uncertainties in the measurement have certain probability of occurrence in the target tracking system. And then, an adaptive Kalman estimation is proposed to deal with this problem. The adaptive filter gains can be obtained in terms of solutions to a set of recursive discrete-time Riccati equations. Examples in three scenarios of target tracking are exploited to show the effectiveness of the proposed design approach.http://dx.doi.org/10.1155/2013/716915 |
| spellingShingle | Sujuan Chen Yinya Li Guoqing Qi Andong Sheng Adaptive Kalman Estimation in Target Tracking Mixed with Random One-Step Delays, Stochastic-Bias Measurements, and Missing Measurements Discrete Dynamics in Nature and Society |
| title | Adaptive Kalman Estimation in Target Tracking Mixed with Random One-Step Delays, Stochastic-Bias Measurements, and Missing Measurements |
| title_full | Adaptive Kalman Estimation in Target Tracking Mixed with Random One-Step Delays, Stochastic-Bias Measurements, and Missing Measurements |
| title_fullStr | Adaptive Kalman Estimation in Target Tracking Mixed with Random One-Step Delays, Stochastic-Bias Measurements, and Missing Measurements |
| title_full_unstemmed | Adaptive Kalman Estimation in Target Tracking Mixed with Random One-Step Delays, Stochastic-Bias Measurements, and Missing Measurements |
| title_short | Adaptive Kalman Estimation in Target Tracking Mixed with Random One-Step Delays, Stochastic-Bias Measurements, and Missing Measurements |
| title_sort | adaptive kalman estimation in target tracking mixed with random one step delays stochastic bias measurements and missing measurements |
| url | http://dx.doi.org/10.1155/2013/716915 |
| work_keys_str_mv | AT sujuanchen adaptivekalmanestimationintargettrackingmixedwithrandomonestepdelaysstochasticbiasmeasurementsandmissingmeasurements AT yinyali adaptivekalmanestimationintargettrackingmixedwithrandomonestepdelaysstochasticbiasmeasurementsandmissingmeasurements AT guoqingqi adaptivekalmanestimationintargettrackingmixedwithrandomonestepdelaysstochasticbiasmeasurementsandmissingmeasurements AT andongsheng adaptivekalmanestimationintargettrackingmixedwithrandomonestepdelaysstochasticbiasmeasurementsandmissingmeasurements |