An interlaced extended Kalman filter

@article{Glielmo1999AnIE,
  title={An interlaced extended Kalman filter},
  author={Luigi Glielmo and Roberto Setola and Francesco Vasca},
  journal={IEEE Trans. Automat. Contr.},
  year={1999},
  volume={44},
  pages={1546-1549}
}
In this paper an estimation algorithm for a class of discretetime nonlinear systems is proposed. The system structure we deal with is partitionable into m subsystems, each affine w.r.t. the corresponding part of the state vector. The algorithm consists of a bank ofm interlaced Kalman filters, and each of them estimates a part of the state, considering the remaining parts as known time-varying parameters whose values are evaluated by the other filters at the previous step. The procedure neglects… CONTINUE READING
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