NDLI: Sequential fusion H∞ filtering for multi-rate multi-sensor time-varying systems

Content Provider	IET Digital Library
Author	Feng, Xiaoliang Wen, Chenglin Park, Ju H.
Abstract	In this study, the problem of sequential fusion H ∞ filtering is investigated for multi-rate multi-sensor time-varying systems based on a Krein-space approach. The considered system is with different evolving rate of the state and the estimation as well as measurement sampling rates. A novel performance index is proposed to sequentially characterise the effect of system noise on the fusion estimate errors. Based on the augmented measurement including all received measurements, a sequential fusion H ∞ filter is derived by solving a positive minimisation problem of an indefinite quadratic form, such that the new performance index is ensured. Furthermore, a recursive projection method is proposed in the Krein space to reduce the computation burden. Then, a recursive sequential fusion filter is given to ensure that the minimum value is positive. Finally, two simulation examples are given to illustrate the advantages of the proposed methods.
Starting Page	369
Ending Page	381
Page Count	13
ISSN	17518644
Volume Number	11
e-ISSN	17518652
Issue Number	Issue 3, Feb (2017)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/iet-cta/11/3
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/iet-cta.2016.1014
Journal	IET Control Theory & Applications
Publisher Date	2016-11-07
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Augmented Measurement Filtering Method in Signal Processing Fusion Estimate Error H∞ Filter Indefinite Quadratic Form Krein-Space Approach Measurement Sampling Rates Minimisation Multirate Multisensor Time-varying System Optimisation Technique Performance Index Positive Minimisation Problem Recursive Filter Recursive Projection Method Recursive Sequential Fusion Filter Sensor Fusion Sequential Fusion H∞ Filtering Signal Processing Theory System Noise Effect Time Varying Control System Time Varying System
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Control and Systems Engineering Human-Computer Interaction Electrical and Electronic Engineering Computer Science Applications

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
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3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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