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1 Bulletin of the Polish Academy of Sciences. Technical Sciences

1 2014

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A robust fixed-lag smoothing algorithm for dynamic systems with correlated sensor malfunctions

Grishin Y. P., Janczak D.

Bulletin of the Polish Academy of Sciences. Technical Sciences

2014

Vol. 62, nr 3

517--523

A new robust fixed-lag smoothing algorithm for fault-tolerant signal processing in stochastic dynamic systems in the presence of correlated sensor malfunctions has been developed. The algorithm is developed using a state vector augmentation method and the Gaussian approximation of the current estimate probability density function. The algorithm can be used in the real-time fault-tolerant control systems as well as in radar tracking systems working in the complex interference environment. The performance of the developed algorithm are evaluated by simulations and compared with smoothing and nonlinear filtering algorithms.