Multistage linear estimation using partitioning
- 1 February 1985
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 30 (2) , 182-185
- https://doi.org/10.1109/tac.1985.1103908
Abstract
The estimation algorithm described in this note solves the linear estimation problem as a two-stage estimator consisting of two consecutive Kalman filters. The interconnections between this estimator structure and the more familiar one-stage optimal Kalman filter are discussed. Applications to decentralized estimation, bias estimation, and parameter identification are described.Keywords
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