5 May 2011 Stability of recursive out-of-sequence measurement filters: an open problem
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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.
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Lingji Chen, Lingji Chen, Nima Moshtagh, Nima Moshtagh, Raman K. Mehra, 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); doi: 10.1117/12.883673; https://doi.org/10.1117/12.883673
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