Optimal two-stage Kalman filter in the presence of random bias

被引：101
|
作者：
Keller, JY
Darouach, M
机构：
[1] CRAN-ACS, IUT de Longwy, 54400 Cosnes et Romain, 186, rue de Lorraine
来源：
AUTOMATICA | 1997年 / 33卷 / 09期
关键词：
Kalman filters; optimal estimation; two-stage filter; random bias;
D O I：
10.1016/S0005-1098(97)00088-5
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper gives an optimal solution of the two-stage Kalman filter for linear stochastic systems subject to random bias. It is shown that the state estimate can be expressed as X-k/k = (X) over tilde(k/k)+ beta(k/k)b(k/k) where (X) over tilde(k/k) is a modified bias-free state estimate and b(k/k) the optimal estimate of random bias. (C) 1997 Elsevier Science Ltd.
引用
收藏
页码：1745 / 1748
页数：4
相关论文
共 50 条
  • [1] Adaptive Two-Stage Kalman Filter in the Presence of Random Bias
    Hu Yi-ming
    Qin Yong-yuan
    PROCEEDINGS OF 2010 3RD IEEE INTERNATIONAL CONFERENCE ON COMPUTER SCIENCE AND INFORMATION TECHNOLOGY (ICCSIT 2010), VOL 6, 2010, : 135 - 138
  • [2] Adaptive two-stage Kalman filter in the presence of unknown random bias
    Kim, Kwang Hoon
    Lee, Jang Gyu
    Park, Chan Gook
    INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2006, 20 (07) : 305 - 319
  • [3] Two-stage Unscented Kalman Filter for nonlinear systems in the presence of unknown random bias
    Xu, Jiahe
    Jing, Yuanwei
    Dimirovski, Georgi M.
    Ban, Ying
    2008 AMERICAN CONTROL CONFERENCE, VOLS 1-12, 2008, : 3530 - +
  • [4] Two-Stage Cubature Kalman Filter for Nonlinear System with Random Bias
    Zhang, Lu
    Lv, Meilei
    Niu, Zhuyun
    Rao, Wenbi
    PROCESSING OF 2014 INTERNATIONAL CONFERENCE ON MULTISENSOR FUSION AND INFORMATION INTEGRATION FOR INTELLIGENT SYSTEMS (MFI), 2014,
  • [5] Distributed Adaptive Two-stage Kalman Filter for Target Tracking in the Presence of Unknown Dynamic Bias
    Zhang Cui
    Jia Yingmin
    Du Junping
    Zhang Jun
    2014 33RD CHINESE CONTROL CONFERENCE (CCC), 2014, : 7216 - 7221
  • [6] Solution of two-stage Kalman filter
    Qiu, HZ
    Zhang, HY
    Sun, XF
    IEE PROCEEDINGS-CONTROL THEORY AND APPLICATIONS, 2005, 152 (02): : 152 - 156
  • [7] Kalman filter with unknown inputs and robust two-stage filter
    Keller, JY
    Darouach, M
    Caramelle, L
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1998, 29 (01) : 41 - 47
  • [8] Optimal solution of the two-stage Kalman estimator
    Hsieh, CS
    Chen, FC
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1999, 44 (01) : 194 - 199
  • [9] The Stability of the Adaptive Two-stage Extended Kalman Filter
    Kim, Kwang-Hoon
    Jee, Gyu-In
    Song, Jong-Hwa
    2008 INTERNATIONAL CONFERENCE ON CONTROL, AUTOMATION AND SYSTEMS, VOLS 1-4, 2008, : 1193 - 1198
  • [10] The stability analysis of the adaptive two-stage Kalman filter
    Kim, Kwang Hoon
    Lee, Jang Gyu
    Park, Chan Gook
    INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2007, 21 (10) : 856 - 870
12345