DocumentCode
836110
Title
An alternate derivation and extension of Friendland´s two-stage Kalman estimator
Author
Ignagni, M.B.
Author_Institution
Honeywell Incorporated, Minneapolis, MN, USA
Volume
26
Issue
3
fYear
1981
fDate
6/1/1981 12:00:00 AM
Firstpage
746
Lastpage
750
Abstract
An alternate simplified derivation of Friedland´s two-stage Kalman estimator is given for a somewhat more general class of problems than considered by Friedland. Friedland´s result is also extended to encompass two variations on the basic idea which are of practical interest.
Keywords
Kalman filtering, linear systems; Adaptive estimation; Equations; Estimation theory; Kalman filters; Linear systems; Noise measurement; Random variables; Stability; State estimation; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1981.1102697
Filename
1102697
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