Interpolation Method for Update with Out-of-Sequence Measurements: The Augmented Fixed-Lag Smoother
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1.g001800.pdf
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Author(s)
Yoon, Hyosang
Sternberg, D. C.
Cahoy, Kerri
Date Issued
November 2016
Publisher
American Institute of Aeronautics and Astronautics
Citation
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
Abstract
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 [10]. 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.
Subjects
satellite-tracking problem
EAFLS
extended AFLS
covariance matrix
state vector
OOSM node
Kalman filtering
augmented fixed-lag smoother
out-of-sequence measurements
interpolation method
MIT Department
Space Telecommunications Astronomy and Radiation (STAR) Lab
Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
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