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

页码：1469 / 1470

页数：2

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