Title :
Multistage linear estimation using partitioning
Author :
Andrisani, D., II ; Ching-Fu Gau
Author_Institution :
Purdue University, West Lafayette, IN, USA
fDate :
2/1/1985 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1985.1103908
