Generalized two-stage Kalman estimator

被引：0
|
作者：
Keller, JY [1 ]
机构：
[1] IUT Longwy, CRAN, F-54400 Cosnes Et Romain, France
来源：
PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5 | 1997年
关键词：
D O I：
暂无
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 presents an optimal two-stage estimator for discrete-time stochastic systems subject to disturbances evolving in accordance with a dynamic state equation. The proposed two-stage estimator gives an optimum state estimate expressed as x(k/k)(1) = x(k/k)(-1) + beta(k/k)x(k/k)(2), where x(k/k)(-1) and x(k/k)(2) are computed via two reduced-order filters and where beta(k/k) is the coupling term assuring the optimality of the solution.
引用
收藏
页码：1469 / 1470
页数：2
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