• DocumentCode
    1348657
  • Title

    Optimal and suboptimal separate-bias Kalman estimators for a stochastic bias

  • Author

    Ignagni, Mario

  • Author_Institution
    Honeywell Technol. Center, Minneapolis, MN, USA
  • Volume
    45
  • Issue
    3
  • fYear
    2000
  • fDate
    3/1/2000 12:00:00 AM
  • Firstpage
    547
  • Lastpage
    551
  • Abstract
    Addresses two issues concerning the separate-bias Kalman estimator. The first of these issues deals with the derivation of the optimal estimator for the general case in which the bias vector is stochastic in nature, and the second issue deals with defining a suitable suboptimal realization of the generalized estimator
  • Keywords
    Kalman filters; covariance matrices; state estimation; optimal estimator; separate-bias Kalman estimators; stochastic bias; suboptimal estimator; Computational efficiency; Covariance matrix; Equations; Estimation error; Kalman filters; Random sequences; Stability; State estimation; Stochastic processes; Stochastic resonance;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.847741
  • Filename
    847741
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1348657