Recursive state estimation for multi‐rate time‐varying systems with multiplicative noises: Dealing with sensor resolutions

Abstract In this article, the recursive state estimation problem is investigated for a class of multi‐rate systems with multiplicative noises where the measurement outputs are collected from sensors with certain resolutions. Due to the existence of the sensor resolution, the actual measurement output of the sensor might deviate from its true value and such a deviation, if not adequately taken into account, would lead to serious degradation of the estimation performance, and we are therefore motivated to develop an effective state estimation algorithm that is insensitive to the sensor‐resolution‐induced measurement distortions. The aim of the considered estimation problem is to design a state estimator such that an upper bound on the estimation error covariance is first guaranteed and then minimized by properly choosing the estimator gain. Moreover, a simulation example with application background on moving target tracking problem is presented to verify the validity of the developed recursive state estimation algorithm.