Title :
Recursive filtering in the presence of biases with irreducible uncertanty
Author :
Friedland, Bernard
Author_Institution :
The Singer Company, Little Falls, NJ, USA
fDate :
10/1/1976 12:00:00 AM
Abstract :
A simplification of the "separate-bias" algorithm described in [1] is afforded by the assumption that the covariance matrix of the bias cannot be reduced by the operation of the filter. The calculations are illustrated for a biased sensor governed by a first-order differential equation.
Keywords :
Kalman filtering; Linear systems, stochastic continuous-time; Recursive estimation; State estimation; Uncertain systems; Control systems; Controllability; Covariance matrix; Equations; Filtering; Filters; Nonlinear control systems; Sufficient conditions; Time varying systems; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1976.1101328
