Title :
An alternate derivation and extension of Friendland´s two-stage Kalman estimator
Author_Institution :
Honeywell Incorporated, Minneapolis, MN, USA
fDate :
6/1/1981 12:00:00 AM
Abstract :
An alternate simplified derivation of Friedland´s two-stage Kalman estimator is given for a somewhat more general class of problems than considered by Friedland. Friedland´s result is also extended to encompass two variations on the basic idea which are of practical interest.
Keywords :
Kalman filtering, linear systems; Adaptive estimation; Equations; Estimation theory; Kalman filters; Linear systems; Noise measurement; Random variables; Stability; State estimation; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1981.1102697
