Optimal solution of the two-stage Kalman estimator

@article{Hsieh1995OptimalSO,
  title={Optimal solution of the two-stage Kalman estimator},
  author={Chien-Shu Hsieh and Fu-Chuang Chen},
  journal={Proceedings of 1995 34th IEEE Conference on Decision and Control},
  year={1995},
  volume={2},
  pages={1532-1537 vol.2}
}
  • C. HsiehFu-Chuang Chen
  • Published 13 December 1995
  • Mathematics, Engineering
  • Proceedings of 1995 34th IEEE Conference on Decision and Control
The optimal solution of estimating a set of dynamic state in the presence of a random bias employing a two-stage Kalman estimator is addressed. It is well known that, under an algebraic constraint, the optimal estimate of the system state can be obtained from a two-stage Kalman estimator. Unfortunately, this algebraic constraint is seldom satisfied for practical systems. This paper proposes a general form of the optimal solution of the two-stage estimator, in which the algebraic constraint is… 

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