Solution of two-stage Kalman filter

IEE Proceedings: Control Theory and Applications

Volumn 152, Issue 2, 2005, Pages 152-156

  Qiu, H Z ^a   Zhang, H Y ^a   Sun, X F ^a  

^a BEIHANG UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTATIONAL METHODS; ERROR COMPENSATION; MATRIX ALGEBRA; NUMERICAL METHODS; PROBLEM SOLVING; SPURIOUS SIGNAL NOISE;

COMPUTATIONAL ERRORS; MINIMUM MEAN SQUARE ERROR (MMSE); SYMMETRY MATRICES; TWO STAGE KALMAN FILTERS;

KALMAN FILTERING;

EID: 17444414611     PISSN: 13502379     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1049/ip-cta:20045014     Document Type: Article

References (8)

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2. Ignagni, M.B.: 'Separate-bias Kalman estimator with bias state noise', IEEE Trans. Autom. Control, 1990, AC-33, pp. 338-341
3. Zhou, D.H., and Frank, P.M.: 'Fault diagnostics and fault tolerant control', IEEE Trans. Aerosp. Electron. Syst., 1998, 34, (2), pp. 420-427
4. Hsieh, C., and Chen, F.: 'Optimal solution of the two-stage Kalman estimator', IEEE Trans. Autom. Control, 1999, AC-44, pp. 194-199
5. Mendel, J.M., and Washburn, H.D.: 'Multistage estimation of bias states in linear systems', Int. J. Control, 1978, 28, (4), pp. 511-524
6. Ignagni, M.B.: 'An alternate derivation and extension of Friedland's two-stage Kalman estimator', IEEE Trans. Autom. Control, 1981, AC-26, pp. 746-750
7. Ignagni, M.B.: 'Optimal and suboptimal separate-bias Kalman estimators for a stochastic bias', IEEE Trans. Autom. Control, 2000, 45, pp. 547-551
8. Matbeck, P.S.: 'Stochastic models, estimation, and control' (Academic Press, INC, 1979), Vol. 1, pp. 236-238