Optimal multistage Kalman estimators

doi:10.1109/9.887678

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DC 欄位	值	語言
dc.contributor.author	Chen, FC	en_US
dc.contributor.author	Hsieh, CS	en_US
dc.date.accessioned	2014-12-08T15:44:39Z	-
dc.date.available	2014-12-08T15:44:39Z	-
dc.date.issued	2000-11-01	en_US
dc.identifier.issn	0018-9286	en_US
dc.identifier.uri	http://dx.doi.org/10.1109/9.887678	en_US
dc.identifier.uri	http://hdl.handle.net/11536/30143	-
dc.description.abstract	An 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.iso	en_US	en_US
dc.subject	augmented state Kalman estimator	en_US
dc.subject	multistage Kalman estimator	en_US
dc.subject	optimal filter	en_US
dc.subject	two-stage Kalman estimator	en_US
dc.title	Optimal multistage Kalman estimators	en_US
dc.type	Article	en_US
dc.identifier.doi	10.1109/9.887678	en_US
dc.identifier.journal	IEEE TRANSACTIONS ON AUTOMATIC CONTROL	en_US
dc.citation.volume	45	en_US
dc.citation.issue	11	en_US
dc.citation.spage	2182	en_US
dc.citation.epage	2188	en_US
dc.contributor.department	電控工程研究所	zh_TW
dc.contributor.department	Institute of Electrical and Control Engineering	en_US
dc.identifier.wosnumber	WOS:000165579300031	-
dc.citation.woscount	10	-
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