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Federal extended Kalman filter based on reconstructed observation in incomplete observations
Abstract:In the estimation and identification of nonlinear system state,aiming at the adverse effect of observation missing randomly caused by detection probability of used sensor which is less than 1,a novel federal extended Kalman filter( FEKF) based on reconstructed observation in incomplete observations( ROIO) is proposed in this paper. On the basis of multi-sensor observation sets,the observation is exchanged at different times to construct a new observation set. Based on each observation set,an extended Kalman filter algorithm is used to estimate the state of the target,and then the federal filtering algorithm is used to solve the state estimation based on the multi-sensor observation data. The effect of the sensor probing probability on the filtering result and the effect of the number of sensors on the filtering result are obtained by the simulation experiment,respectively. The simulation results demonstrate effectiveness of the proposed algorithm.
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