• DocumentCode
    1347649
  • Title

    General two-stage Kalman filters

  • Author

    Hsieh, Chien-Shu ; Chen, Fu-Chuang

  • Author_Institution
    Dept. of Electr. & Control Eng., Nat. Chiao Tung Univ., Hsinchu, Taiwan
  • Volume
    45
  • Issue
    4
  • fYear
    2000
  • fDate
    4/1/2000 12:00:00 AM
  • Firstpage
    819
  • Lastpage
    824
  • Abstract
    A general two-stage Kalman filter that is equivalent to, but numerically more efficient than, the standard single-stage Kalman filter is developed for general, time-varying, linear discrete-time systems. Analytical results defining the reduction in computational burdens are presented. Simulation results that validate the predicted efficiency improvements are shown as well
  • Keywords
    discrete time systems; filtering theory; linear systems; observers; time-varying systems; general time-varying linear discrete-time systems; general two-stage Kalman filters; reduced order estimators; reduced order observers; Computational modeling; Gaussian noise; Kalman filters; Noise measurement; Observers; Predictive models; Standards development; State estimation; Stochastic systems; Time varying systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.847129
  • Filename
    847129
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1347649