DocumentCode :
826817
Title :
Notes on separate-bias estimation
Author :
Friedland, Bernard
Author_Institution :
The Singer Company, Little Falls, NJ, USA
Volume :
23
Issue :
4
fYear :
1978
fDate :
8/1/1978 12:00:00 AM
Firstpage :
735
Lastpage :
738
Abstract :
Properties of the separate-bias estimation technique introduced in 1969 [1] are reviewed, including the interpretation of the result as the estimation of a constant embedded in white noise. The equations may be rearranged to permit a simpler calculation of the bias which is particularly useful if only infrequent estimates of the bias are needed. It is also shown that the assumption of a nondecreasing bias-covariance matrix leads to a time-invariant filter without steady-state errors in estimation of the state or the bias.
Keywords :
Linear systems, time-invariant continuous-time; Recursive estimation; State estimation; Control systems; Covariance matrix; Delay effects; Delay systems; Equations; Estimation error; Filtering; Performance analysis; State estimation; Stochastic systems;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1978.1101789
Filename :
1101789
Link To Document :
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