DocumentCode
848648
Title
Multistage linear estimation using partitioning
Author
Andrisani, D., II ; Ching-Fu Gau
Author_Institution
Purdue University, West Lafayette, IN, USA
Volume
30
Issue
2
fYear
1985
fDate
2/1/1985 12:00:00 AM
Firstpage
182
Lastpage
185
Abstract
The estimation algorithm described in this note solves the linear estimation problem as a two-stage estimator consisting of two consecutive Kalman filters. The interconnections between this estimator structure and the more familiar one-stage optimal Kalman filter are discussed. Applications to decentralized estimation, bias estimation, and parameter identification are described.
Keywords
Distributed estimation, linear systems; Kalman filtering, linear systems; Parameter identification, linear systems; State estimation, linear systems; Equations; Extraterrestrial measurements; Filters; Gaussian noise; Noise measurement; Parameter estimation; Partitioning algorithms; State estimation; Technological innovation; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1985.1103908
Filename
1103908
Link To Document