• DocumentCode
    321296
  • Title

    Generalized two-stage Kalman estimator

  • Author

    Keller, J.Y.

  • Author_Institution
    CRAN-IUT de Longwy, Cosnes-et-Romain, France
  • Volume
    2
  • fYear
    1997
  • fDate
    10-12 Dec 1997
  • Firstpage
    1469
  • Abstract
    This paper presents an optimal two-stage estimator for discrete-time stochastic systems subject to disturbances evolving in accordance with a dynamic state equation. The proposed two-stage estimator gives an optimum state estimate expressed as xkk/ 1=x¯kk/1+βkk/ x kk/2, where x¯kk/1 and xkk/2 are computed via two reduced-order filters and where βkk/ is the coupling term assuring the optimality of the solution
  • Keywords
    discrete time systems; filtering theory; reduced order systems; state estimation; stochastic systems; discrete-time stochastic systems; dynamic state equation; generalized two-stage Kalman estimator; optimal two-stage estimator; optimum state estimate; reduced-order filters; Additive white noise; Degradation; Equations; Filtering; Gaussian noise; Kalman filters; Random variables; State estimation; Stochastic systems; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
  • Conference_Location
    San Diego, CA
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-4187-2
  • Type

    conf

  • DOI
    10.1109/CDC.1997.657671
  • Filename
    657671
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=321296