Title :
Comparison of Friedland´s and Lin-sage´s bias estimation algorithms
Author_Institution :
Babcock and Wilcox Company, Lynchburg, VA, USA
fDate :
4/1/1974 12:00:00 AM
Abstract :
Two recent sequential algorithms due to Friedland and Lin-Sage for bias estimation are shown to be essentially identical.
Keywords :
Kalman filtering; Sequential estimation; State estimation; Equations; Gaussian noise; Maximum likelihood estimation; Noise measurement; Stability; State estimation; Stochastic systems; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100527