Title :
Optimal and suboptimal separate-bias Kalman estimators for a stochastic bias
Author_Institution :
Honeywell Technol. Center, Minneapolis, MN, USA
fDate :
3/1/2000 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
