General two-stage Kalman filters

被引：28

作者：

Hsieh, CS ^{[1
]}

Chen, FC ^{[1
]}

机构：

[1] Natl Chiao Tung Univ, Dept Elect & Control Engn, Hsinchu, Taiwan

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2000年 / 45卷 / 04期

关键词：

reduced-order estimator; reduced-order observer; single-stage Kalman filter; two-stage Kalman estimator;

D O I：

10.1109/9.847129

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A general two-stage Kalman filter (GTSKF) that is equivalent to, but numerically more efficient than, the standard single-stage Kalman Biter is developed for general, time-varying, linear discrete-time systems. Analytical results defining the reduction in computational burdens are presented. Simulation results that validate the predicted efficiency improvements are shown as well.

引用

页码：819 / 824

页数：6

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