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
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