Multi‐sensor particle filtering with multi‐step randomly delayed measurements

Abstract This paper develops particle filtering for multi‐sensor systems with randomly delayed measurements, where the general case that random delay can be multi‐step rather than one‐step or two‐step is considered. Moreover, different sensors can have different delay steps and delay probabilities....

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Main Authors: Yunqi Chen, Zhibin Yan
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:IET Science, Measurement & Technology
Subjects:
Online Access:https://doi.org/10.1049/smt2.12004
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author Yunqi Chen
Zhibin Yan
author_facet Yunqi Chen
Zhibin Yan
author_sort Yunqi Chen
collection DOAJ
description Abstract This paper develops particle filtering for multi‐sensor systems with randomly delayed measurements, where the general case that random delay can be multi‐step rather than one‐step or two‐step is considered. Moreover, different sensors can have different delay steps and delay probabilities. Random delays are assumed to be mutually independent for different sensors and modelled by a separate sequence of random variables obeying discrete distributions. Since random delay leads to the actual measurements being dependent rather than independent given states, and this dependence becomes more complicated with the increase of random delay step, a new formula of the local likelihood density is proposed and then a new weighting scheme is adopted in particle filtering to deal with these difficulties. The proposed method is applied to two examples to testify its effectiveness and superiority.
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spelling doaj.art-8d41a669d9394f958b3f6853e359f8d32023-02-21T09:05:56ZengWileyIET Science, Measurement & Technology1751-88221751-88302021-01-01151354310.1049/smt2.12004Multi‐sensor particle filtering with multi‐step randomly delayed measurementsYunqi Chen0Zhibin Yan1Center for Control Theory and Guidance Technology Harbin Institute of Technology Harbin People's Republic of ChinaSchool of Science Harbin Institute of Technology Shenzhen People's Republic of ChinaAbstract This paper develops particle filtering for multi‐sensor systems with randomly delayed measurements, where the general case that random delay can be multi‐step rather than one‐step or two‐step is considered. Moreover, different sensors can have different delay steps and delay probabilities. Random delays are assumed to be mutually independent for different sensors and modelled by a separate sequence of random variables obeying discrete distributions. Since random delay leads to the actual measurements being dependent rather than independent given states, and this dependence becomes more complicated with the increase of random delay step, a new formula of the local likelihood density is proposed and then a new weighting scheme is adopted in particle filtering to deal with these difficulties. The proposed method is applied to two examples to testify its effectiveness and superiority.https://doi.org/10.1049/smt2.12004Filtering methods in signal processingSignal processing theorySensor fusionOther topics in statisticsOther topics in statistics
spellingShingle Yunqi Chen
Zhibin Yan
Multi‐sensor particle filtering with multi‐step randomly delayed measurements
IET Science, Measurement & Technology
Filtering methods in signal processing
Signal processing theory
Sensor fusion
Other topics in statistics
Other topics in statistics
title Multi‐sensor particle filtering with multi‐step randomly delayed measurements
title_full Multi‐sensor particle filtering with multi‐step randomly delayed measurements
title_fullStr Multi‐sensor particle filtering with multi‐step randomly delayed measurements
title_full_unstemmed Multi‐sensor particle filtering with multi‐step randomly delayed measurements
title_short Multi‐sensor particle filtering with multi‐step randomly delayed measurements
title_sort multi sensor particle filtering with multi step randomly delayed measurements
topic Filtering methods in signal processing
Signal processing theory
Sensor fusion
Other topics in statistics
Other topics in statistics
url https://doi.org/10.1049/smt2.12004
work_keys_str_mv AT yunqichen multisensorparticlefilteringwithmultisteprandomlydelayedmeasurements
AT zhibinyan multisensorparticlefilteringwithmultisteprandomlydelayedmeasurements