On the optimality of two-stage Kalman filtering for systems with unknown inputs

Asian Journal of Control

Volumn 12, Issue 4, 2010, Pages 510-523

  Hsieh, Chien Shu ^a  

^a TA HWA INSTITUTE OF TECHNOLOGY   (Taiwan)

Author keywords

Minimum variance estimation; Robust filter; Two stage Kalman filter; Unbiased estimation; Unknown input decoupled filter

Indexed keywords

OPTIMAL SYSTEMS; STOCHASTIC SYSTEMS;

MINIMUM VARIANCE ESTIMATION; ROBUST FILTERS; TWO STAGE KALMAN FILTERS; UNBIASED ESTIMATION; UNKNOWN INPUTS;

KALMAN FILTERS;

EID: 77955322718     PISSN: 15618625     EISSN: None     Source Type: Journal    
DOI: 10.1002/asjc.205     Document Type: Article

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