Title :
Comments on "Optimal solution of the two-stage Kalman estimator
Author :
Lo, Kueiming ; Lu, Qiang ; Kwon, Wook Hyun
Author_Institution :
Dept. of Math. Sci., Tsinghua Univ., Beijing, China
Abstract :
The optimal two-stage Kalman estimator (OTSKE) is analyzed (C.S. Hsieh and F.C. Chen, see ibid., vol.44. p.194-9, 1999). Comparison with two estimators shows that the optimal two-stage Kalman estimator has no advantage, especially no computational advantage over the augmented state Kalman filter.
Keywords :
Kalman filters; computational complexity; estimation theory; optimal systems; OTSKE; augmented state Kalman filter; computational advantage; computational time; optimal solution; optimal two-stage Kalman estimator; Automatic control; Automation; Control systems; Controllability; Damping; Flexible structures; Kalman filters; Observability; State estimation; Vibration measurement;
Journal_Title :
Automatic Control, IEEE Transactions on
