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OPTIMAL FILTERING WITH DELAYED AND NON-DELAYED MEASUREMENTS
Héctor P. Rotstein*
* Navigation Group - RAFAEL
and the Dept. of Electrical Engineering, The Technion
Haifa 32000, Israel
This paper deals with an estimation problem with two kinds of measurements. The first measurement has a fast sampling rate and a slow time delay. The second measurement has a slow sampling rate and a large time delay. The resulting estimation problem is solved in a Kalman filtering setup. A square-root UD implementation algorithm is also provided
Keywords: Kalman Filtering, Estimation, Time-delays
Session slot T-Tu-A07: Linear and Nonlinear Filtering/Area code 3d : Stochastic Systems
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