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dc.contributor.authorChen, FCen_US
dc.contributor.authorHsieh, CSen_US
dc.date.accessioned2014-12-08T15:44:39Z-
dc.date.available2014-12-08T15:44:39Z-
dc.date.issued2000-11-01en_US
dc.identifier.issn0018-9286en_US
dc.identifier.urihttp://dx.doi.org/10.1109/9.887678en_US
dc.identifier.urihttp://hdl.handle.net/11536/30143-
dc.description.abstractAn optimal multistage Kalman estimator (OMSKE) is proposed as a generalization of the optimal two-stage Kalman estimator for the reduction of the computational burden of the Kalman estimator (KE) for discrete-time linear time-varying systems with triangular transition matrices. This new filter is obtained by applying a multistage U - V transformation to decouple the covariances of the KE. It is shown analytically that the computational complexity of the OMSKE is less than that of the KE and is minimum when the system transition matrix has the maximum stage number.en_US
dc.language.isoen_USen_US
dc.subjectaugmented state Kalman estimatoren_US
dc.subjectmultistage Kalman estimatoren_US
dc.subjectoptimal filteren_US
dc.subjecttwo-stage Kalman estimatoren_US
dc.titleOptimal multistage Kalman estimatorsen_US
dc.typeArticleen_US
dc.identifier.doi10.1109/9.887678en_US
dc.identifier.journalIEEE TRANSACTIONS ON AUTOMATIC CONTROLen_US
dc.citation.volume45en_US
dc.citation.issue11en_US
dc.citation.spage2182en_US
dc.citation.epage2188en_US
dc.contributor.department電控工程研究所zh_TW
dc.contributor.departmentInstitute of Electrical and Control Engineeringen_US
dc.identifier.wosnumberWOS:000165579300031-
dc.citation.woscount10-
Appears in Collections:Articles


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