Sampled Output augmentation method for handling measurement delays in multirate Kalman filter. (12th October 2020)

• Record Type: Journal Article
• Authors: Ravi, Arvind; Narasimhan, Shankar; Kaisare, Niket S.
• Is Part Of: Chemical engineering science. Volume 224(2020)
• Publication Date: 2020-10-12
• Subjects: Multirate measurements -- Measurement delay -- State augmentation -- Extended Kalman Filter; Chemical engineering -- Periodicals; Génie chimique -- Périodiques; Chemical engineering; Periodicals; Electronic journals; 660
• DOI: 10.1016/j.ces.2020.115763
• Languages: English
• ISSNs: 0009-2509

Abstract

Highlights: Introduced a new state-augmentation based method for handling measurement delays. Exact equivalence with fixed-lag smoothing is demonstrated. Necessary conditions for stability of the proposed method derived for linear system. Simulations indicate better computational efficiency of the proposed method. All methods yield the same state estimates when primary measurement model is linear. Abstract: Process industries have variables that are measured at different rates, with some measurements, such as composition or quality variables, obtained after associated measurement delays. This work introduces a novel "sampled output augmentation" method for fusing delayed and infrequent primary measurements within a multirate Kalman filter (KF) framework. This is a state-augmentation-based method and is more parsimonious than other approaches. The stability of the sampled output augmentation is analyzed. We analytically show the equivalence of the proposed method with the traditional fixed-lag smoothing method for a linear system. Extension to nonlinear systems through extended Kalman filter (EKF) is presented. Finally, we assess the performance of the proposed method in comparison with other available estimators through linear and non-linear case studies.