Adaptive Lag Smoother for State Estimation

Fixed-lag smoothing has been used across different disciplines for offline analysis in many applications. With rising computational power and parallel processing architectures, fixed-lag smoothers are increasingly integrated into online processing system with small delays. This delay is directly rel...

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Bibliographic Details
Main Authors: Shashi Poddar, John L. Crassidis
Format: Article
Language:English
Published: MDPI AG 2022-07-01
Series:Sensors
Subjects:
Online Access:https://www.mdpi.com/1424-8220/22/14/5310
Description
Summary:Fixed-lag smoothing has been used across different disciplines for offline analysis in many applications. With rising computational power and parallel processing architectures, fixed-lag smoothers are increasingly integrated into online processing system with small delays. This delay is directly related to the lag-length used in system design, which needs to be chosen appropriately. In this work, an adaptive approach is devised to choose an appropriate lag-length that provides a good trade-off between accuracy and computational requirements. The analysis shown in this paper for the error dynamics of the fixed-lag smoother over the lags helps in understanding its saturation over increasing lags. In order to provide the empirical results, simulations are carried out over a second-order Newtonian system, single-axis attitude estimation, Van der Pol’s oscillator, and three-axis attitude estimation. The simulation results demonstrate the performance achieved with an adaptive-lag smoother as compared to a fixed-lag smoother with very high lag-length.
ISSN:1424-8220