Kalman Filtering for Discrete Systems with Measurement Delay

Abstract

For the discrete systems with measurement delay, traditional Kalman filtering algorithm can not be directly applied, the key problem is that the discrete measurement equation does not comply with the form of the Kalman filter algorithm. Therefore, based on the augmented sate method, here we propose another method to eliminate the time delay where exists in the measurement equation. According to the principle of Kalman filter algorithm, for the transformed system equations without time delay, measurement delay Kalman filter algorithms steps are given, and the proposed method is applied to the actual nonlinear measurement photoelectric tracking system to compare the performance of the algorithms. Simulation results show that the proposed method is feasible and can greatly improve the accuracy of the algorithms.