Kalman Filter and Correlated Measurement Noise: The Variance Inflation Factor
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Aerospace and Electronic Systems"
DOI: 10.1109/taes.2021.3103564
Abstract: Observations from high rate sensors are known to be time-correlated. When processed in a Kalman filter (KF) without accounting for correlations, i) a discrepancy with the true solution occurs, up to a divergence of the… read more here.
Keywords: noise; correlated measurement; kalman filter; measurement noise ... See more keywords
Data-Driven Sensor Selection Method Based on Proximal Optimization for High-Dimensional Data With Correlated Measurement Noise
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Signal Processing"
DOI: 10.1109/tsp.2022.3212150
Abstract: The present paper proposes a data-driven sensor selection method for a high-dimensional nondynamical system with strongly correlated measurement noise. The proposed method is based on proximal optimization and determines sensor locations by minimizing the trace… read more here.
Keywords: correlated measurement; measurement noise; sensor selection; method ... See more keywords