Optimal and suboptimal separate-bias Kalman estimators for a stochastic bias

descriptionPublicationkeyboard_double_arrow_right Article 01 Mar 2000Publisher:Institute of Electrical and Electronics Engineers (IEEE)Journal:IEEE Transactions on Automatic Control, volume 45, pages 547-551 (issn: 0018-9286,

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Authors: Mario Ignagni;

doi: 10.1109/9.847741

Optimal and suboptimal separate-bias Kalman estimators for a stochastic bias

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Abstract

Addresses two issues concerning the separate-bias Kalman estimator. The first of these issues deals with the derivation of the optimal estimator for the general case in which the bias vector is stochastic in nature, and the second issue deals with defining a suitable suboptimal realization of the generalized estimator.

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Honeywell
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Keywords

Filtering in stochastic control theory

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