# 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}
}
• 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…
198 Citations

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