• DocumentCode
    822348
  • Title

    Recursive filtering in the presence of biases with irreducible uncertanty

  • Author

    Friedland, Bernard

  • Author_Institution
    The Singer Company, Little Falls, NJ, USA
  • Volume
    21
  • Issue
    5
  • fYear
    1976
  • fDate
    10/1/1976 12:00:00 AM
  • Firstpage
    789
  • Lastpage
    790
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1976.1101328
  • Filename
    1101328
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=822348