0
$\begingroup$

If I have a number of sensors whose measurements arrive at the same time - how can I handle them properly in the Kalman filter?

P.S. The measurements are not necessarily taken at the same time but I only receive them batched together.

$\endgroup$
1
$\begingroup$

If your measurements are batch, so is your filter.

You can do a number of things.

You can sequence your measurements in natural order and update the filter for each.

You can do the previous and then approach the problem as a fixed lag smoother.

There is a literature on out of sequence and delayed updating as well, like:

Ensemble Kalman filter for multisensor fusion with multistep delayed measurements Sirichai Pornsarayouth; Masaki Yamakita

2011 Aerospace Conference Year: 2011 Pages: 1 - 10 Cited by: Papers (1) IEEE Conferences

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.