Two-stage information filters for single and multiple sensors, and their square-root versions

DOI10.1016/j.automatica.2018.09.001zbMath1406.93340OpenAlexW2889619451MaRDI QIDQ1716565

Kumar Pakki Bharani Chandra, Mohamed Darouach

Publication date: 5 February 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2018.09.001

zbMATH Keywords

information filtersmulti-sensor state estimationtwo-stage filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Application models in control theory (93C95) Estimation and detection in stochastic control theory (93E10)

Cites Work

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• An alternate derivation and extension of Friendland's two-stage Kalman estimator
• Optimal solution of the two-stage Kalman estimator
• Array algorithms for H/sup ∞/ estimation
• Kalman Filtering

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