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.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=321296
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