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

被引：105

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

页码：1745 / 1748

页数：4

共 50 条

[31] Sensorless hybrid control for permanent magnet synchronous motor using fuzzy sliding mode controller and two-stage filter observer [J].

Zhao F. ;

Luo W. ;

Gao F.-Y. ;

Yu J.-L. .

Kongzhi Lilun Yu Yingyong/Control Theory and Applications, 2020, 37 (08) :1865-1872

[32] An Optimal Kalman-Consensus Filter for Distributed Implementation Over a Dynamic Communication Network [J].

Howard, Matthew D. ;

Qu, Zhihua .

IEEE ACCESS, 2021, 9 (09) :66696-66706

[33] Validation of a hybrid optimal interpolation and Kalman filter scheme for sea surface temperature assimilation [J].

Larsen, J. ;

Hoyer, J. L. ;

She, J. .

JOURNAL OF MARINE SYSTEMS, 2007, 65 (1-4) :122-133

[34] Adaptive high-degree cubature Kalman filter in the presence of unknown measurement noise covariance matrix [J].

Xu, Hong ;

Yuan, Huadong ;

Duan, Keqing ;

Xie, Wenchong ;

Wang, Yongliang .

JOURNAL OF ENGINEERING-JOE, 2019, 2019 (19) :5697-5701

[35] RSS and Phase Kalman Filter Fusion for Improved Velocity Estimation in the Presence of Real-World Factors [J].

Hoffman, Alwyn J. ;

Bester, Nico-Paul .

IEEE JOURNAL OF RADIO FREQUENCY IDENTIFICATION, 2021, 5 (01) :75-93

[36] Three-stage unscented Kalman filter for state and fault estimation of nonlinear system with unknown input [J].

Xiao, Mengli ;

Zhang, Yongbo ;

Fu, Huimin .

JOURNAL OF THE FRANKLIN INSTITUTE-ENGINEERING AND APPLIED MATHEMATICS, 2017, 354 (18) :8421-8443

[37] Meta-Optimization of the Extended Kalman Filter's Parameters Through the Use of the Bias Variance Equilibrium Point Criterion [J].

Salmon, B. P. ;

Kleynhans, W. ;

van den Bergh, F. ;

Olivier, J. C. ;

Marais, W. J. ;

Grobler, T. L. ;

Wessels, K. J. .

IEEE TRANSACTIONS ON GEOSCIENCE AND REMOTE SENSING, 2014, 52 (08) :5072-5087

[38] Sensor-fault tolerant attitude determination using two-stage estimator [J].

Byeon, SooYung ;

Mok, Sung-Hoon ;

Woo, Hyunwook ;

Bang, Hyochoong .

ADVANCES IN SPACE RESEARCH, 2019, 63 (11) :3632-3645

[39] UWB-INS Fusion Positioning Based on a Two-Stage Optimization Algorithm [J].

Liu, Yiran ;

Zhang, Yushan ;

Jiang, Yan ;

Liu, Weiping ;

Yang, Fenghao .

TEHNICKI VJESNIK-TECHNICAL GAZETTE, 2023, 30 (01) :185-190

[40] Multi Stage Kalman Filter (MSKF) Based Time-Varying Sparse Channel Estimation With Fast Convergence [J].

De, Parthapratim ;

Juntti, Markku ;

Thomas, Christo Kurisummoottil .

IEEE OPEN JOURNAL OF SIGNAL PROCESSING, 2022, 3 :21-35

← 1 2 3 4 5 →