共 4 条
- [1] Bierman G. J., 1977, FACTORIZATION METHOD
- [2] FRIEDLAND B, 1969, IEEE T AUTOMAT CONTR, V14
- [3] IGNAGNI M, 1981, IEEE T AUTOMAT CONTR, V26
- [4] THORNTON CL, 1978, IEEE T AUTOMAT CONTR, V23
SEPARATE-BIAS KALMAN ESTIMATOR WITH BIAS STATE NOISE
被引：88
作者：
IGNAGNI, MB
机构：
[1] Honeywell Systems and Research Center, Minneapolis
关键词：
D O I：
10.1109/9.50352
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The problem of estimating a set of dynamic states and a set of slowly varying bias-like states employing a decoupled Kalman estimator approach is addressed. A decoupled estimator structure, suitably modified from that developed by Friedland in dealing with the constant-bias case, is shown to have the potential of essentially optimal performance when the bias vector undergoes limited random variation. © 1990 IEEE
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页码：338 / 341
页数：4
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