Title :
The unified structure of unbiased minimum-variance reduced-order filters
Author :
Hsieh, Chien-Shu
Author_Institution :
Dept. of Electr. Eng., Ta Hwa Inst. of Technol., Hsinchu, Taiwan
Abstract :
A unified two-stage functional filter (UTSFF) is proposed serving as a unified structure of unbiased minimum-variance reduced-order filters for linear time-varying discrete-time systems. The UTSFF includes two parts: one is for main reduced-order state estimate and the other is for the complementary signal, which is added to the former in order to reconstruct the true state estimate. It is shown in this paper that the main difference in various reduced-order filters lies in the prediction model of the complementary signal.
Keywords :
Kalman filters; discrete time systems; linear systems; reduced order systems; state estimation; time-varying systems; complementary signal; linear time varying discrete time systems; prediction model; reduced order state estimation; unbiased minimum variance reduced order filters; unified structure; unified two stage functional filter; Computational complexity; Ear; Filtering; Kalman filters; Noise measurement; Nonlinear filters; State estimation; Stochastic systems; Time varying systems; Vectors;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272375
