Interpolation Method for Update with Out-of-Sequence Measurements: The Augmented Fixed-Lag Smoother
Author(s)Yoon, Hyosang; Sternberg, D. C.; Cahoy, Kerri
In this study, the authors propose a novel method to handle OOSMs in Kalman filtering. The proposed method, called the augmented fixed-lag smoother (AFLS), is based on the fixed-lag smoother (FLS) formulation, which has been shown to be optimal . We generate the OOSM node from the two adjacent nodes, plug the generated estimations into the state vector and the covariance matrix, and update the filter with OOSMs using the FLS update equation. This approach gives a generalized solution that can handle any number of OOSMs. We also extend the AFLS algorithm to nonlinear system, called the extended AFLS (EAFLS), and give an application example on a satellite-tracking problem.
American Institute of Aeronautics and Astronautics
Hyosang, Y., Sternberg, D., & Cahoy, K. (2016). Interpolation Method for Update with Out-of-Sequence Measurements: The Augmented Fixed-Lag Smoother. Journal Of Guidance, Control, And Dynamics, 39(11), 2544-2551. doi:10.2514/1.G001800
satellite-tracking problem, EAFLS, extended AFLS, covariance matrix, state vector, OOSM node, Kalman filtering, augmented fixed-lag smoother, out-of-sequence measurements, interpolation method