Optimal solution of the two-stage Kalman estimator

Chien Shu Hsieh*, Fu-Chuang Chen

*Corresponding author for this work

研究成果: Article同行評審

164 引文 斯高帕斯(Scopus)

摘要

The two-stage Kalman estimator was originally proposed to reduce the computational complexity of the augmented state Kalman filter. Recently, it was also applied to the tracking of maneuvering targets by treating the target acceleration as a bias term. Except in certain restrictive conditions, the conventional two-stage estimators are suboptimal in the sense that they are not equivalent to the augmented state filter. In this paper, the authors propose a new two-stage Kalman estimator, i.e., new structure, which is an extension of Friedland's estimator and is optimal in general conditions. In addition, we provide some analytic results to demonstrate the computational advantages of two-stage estimators over augmented ones.

原文English
頁(從 - 到)194-199
頁數6
期刊IEEE Transactions on Automatic Control
44
發行號1
DOIs
出版狀態Published - 1 十二月 1999

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