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Asynchronous time delayed kalman filtering

  1. Jun 24, 2011 #1
    Hi everybody
    I have a state space model consisting of 7 states of which 4 are measuerable and I would very much like to estimate the other states as well as filtering out some of the noise and naturally the minds goes to the kalman filter. However, this is based on the assumptions that the samples are sampled at the same instances which they are not and that there is no time delay from the sample instance to the time it is delivered to the filter, also not the case.

    So basically the problem consists of estimating the states when the measuements are asynchronous and two are time delayed. I know the sample rates(20 ms 80 ms and 100ms) and the approximate size of the time delay.
    I have encountered some methods of dealing with the delay and some dealing with the asynchronous measurements. However, I cannot seem to find any that deal with both problems and if they do they are based on the assumption that the sample rates' ratios are multiple integers of each other.

    Does anyone have ideas of how to tackle this or can guide me to a method? Whether it be in the form of a paper, project or just describing it is not issue.

    Thank you for your time and any help you may be able to provide
  2. jcsd
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