DocumentCode :
1347649
Title :
General two-stage Kalman filters
Author :
Hsieh, Chien-Shu ; Chen, Fu-Chuang
Author_Institution :
Dept. of Electr. & Control Eng., Nat. Chiao Tung Univ., Hsinchu, Taiwan
Volume :
45
Issue :
4
fYear :
2000
fDate :
4/1/2000 12:00:00 AM
Firstpage :
819
Lastpage :
824
Abstract :
A general two-stage Kalman filter that is equivalent to, but numerically more efficient than, the standard single-stage Kalman filter is developed for general, time-varying, linear discrete-time systems. Analytical results defining the reduction in computational burdens are presented. Simulation results that validate the predicted efficiency improvements are shown as well
Keywords :
discrete time systems; filtering theory; linear systems; observers; time-varying systems; general time-varying linear discrete-time systems; general two-stage Kalman filters; reduced order estimators; reduced order observers; Computational modeling; Gaussian noise; Kalman filters; Noise measurement; Observers; Predictive models; Standards development; State estimation; Stochastic systems; Time varying systems;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/9.847129
Filename :
847129
Link To Document :
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