Title :
Optimal minimal-order least-squares estimators via the general two-stage Kalman filter
Author :
Hsieh, Chien-Shu ; Chen, Fu-Chuang
Author_Institution :
Dept. of Electr. Eng., Ta Hwa Inst. of Technol., Hsinchu, Taiwan
fDate :
11/1/2001 12:00:00 AM
Abstract :
A direct derivation of the optimal minimal-order least squares estimator is presented using the general two-stage Kalman filter. Using this new result, the reduced-order estimators of O´Reilly (1982) and Fairman and Luk (1985) are readily shown to be equivalent. A practical implementation issue to consider these two estimators is also addressed
Keywords :
Kalman filters; discrete time systems; least squares approximations; reduced order systems; state estimation; discrete-time system; general two-stage Kalman filter; hybrid estimator; optimal minimal-order least-squares estimators; reduced-order estimator; Adaptive control; Automatic control; Control systems; Nonlinear control systems; Observers; Optimal control; Programmable control; Robust control; State estimation; Uncertain systems;
Journal_Title :
Automatic Control, IEEE Transactions on
