Stability of recursive out-of-sequence measurement filters: an open problem

Lingji Chen; Nima Moshtagh; Raman K. Mehra

doi:10.1117/12.883673

5 May 2011 Stability of recursive out-of-sequence measurement filters: an open problem

Lingji Chen, Nima Moshtagh, Raman K. Mehra

Author Affiliations +

Proceedings Volume 8050, Signal Processing, Sensor Fusion, and Target Recognition XX; 80500G (2011) https://doi.org/10.1117/12.883673
Event: SPIE Defense, Security, and Sensing, 2011, Orlando, Florida, United States

Abstract

In many applications where communication delays are present, measurements with earlier time stamps can arrive out-of-sequence, i.e., after state estimates have been obtained for the current time instant. To incorporate such an Out-Of-Sequence Measurement (OOSM), many algorithms have been proposed in the literature to obtain or approximate the optimal estimate that would have been obtained if the OOSM had arrived in-sequence. When OOSM occurs repeatedly, approximate estimations as a result of incorporating one OOSM have to serve as the basis for incorporating yet another OOSM. The question of whether the "approximation of approximation" is well behaved, i.e., whether approximation errors accumulate in a recursive setting, has not been adequately addressed in the literature. This paper draws attention to the stability question of recursive OOSM processing filters, formulates the problem in a specific setting, and presents some simulation results that suggest that such filters are indeed well-behaved. Our hope is that more research will be conducted in the future to rigorously establish stability properties of these filters.

Citation Download Citation

Lingji Chen, Nima Moshtagh, and Raman K. Mehra "Stability of recursive out-of-sequence measurement filters: an open problem", Proc. SPIE 8050, Signal Processing, Sensor Fusion, and Target Recognition XX, 80500G (5 May 2011); https://doi.org/10.1117/12.883673

ACCESS THE FULL ARTICLE

INSTITUTIONAL
Select your institution to access the SPIE Digital Library.

SELECT YOUR INSTITUTION

PERSONAL
Sign in with your SPIE account to access your personal subscriptions or to use specific features such as save to my library, sign up for alerts, save searches, etc.

PERSONAL SIGN IN

No SPIE Account? Create one

;

PURCHASE THIS CONTENT

SUBSCRIBE TO DIGITAL LIBRARY

50 downloads per 1-year subscription

Members: $195

Non-members: $335 ADD TO CART

25 downloads per 1 - year subscription

Members: $145

Non-members: $250 ADD TO CART

PURCHASE SINGLE ARTICLE