Multirate Sensor Fusion in the Presence of Irregular Measurements and Time-Varying Time Delays Using Synchronized, Neural, Extended Kalman Filters

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Sensor fusion plays a critical role in improving estimation accuracy of process quality variables. In this article, the dual, neural, extended Kalman filter (DNEKF) and the state model compensation neural, extended Kalman filter (SNEKF) are synthesized to compensate for modeling errors in the extended Kalman filter (EKF)-based multirate sensor fusion. Specifically, fusion is performed in the presence of irregularly sampled, slow-rate measurements with time-varying time delays. The proposed algorithm estimates the state and neural network parameters simultaneously through state vector augmentation. The estimated parameters of the state model compensation neural network (SNN) are shared between the DNEKF and SNEKF. It is demonstrated through two numerical examples that the proposed algorithm effectively reduces the estimation error under different conditions. In addition, it successfully improves the critical industrial quality variable estimation accuracy from the fast-rate soft sensor for over 20%, in terms of the mean squared error, demonstrating its advantages.