General two-stage Kalman filters

標題:	General two-stage Kalman filters
作者:	Hsieh, CS Chen, FC 電控工程研究所 Institute of Electrical and Control Engineering
關鍵字:	reduced-order estimator;reduced-order observer;single-stage Kalman filter;two-stage Kalman estimator
公開日期:	1-四月-2000
摘要:	A general two-stage Kalman filter (GTSKF) that is equivalent to, but numerically more efficient than, the standard single-stage Kalman Biter is developed for general, time-varying, linear discrete-time systems. Analytical results defining the reduction in computational burdens are presented. Simulation results that validate the predicted efficiency improvements are shown as well.
URI:	http://dx.doi.org/10.1109/9.847129 http://hdl.handle.net/11536/30595
ISSN:	0018-9286
DOI:	10.1109/9.847129
期刊:	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume:	45
Issue:	4
起始頁:	819
結束頁:	824
顯示於類別：	期刊論文

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