Optimal two-stage Kalman filter in the presence of random bias

DOI10.1016/S0005-1098(97)00088-5zbMath1422.93176OpenAlexW2068305682MaRDI QIDQ2275048

Mohamed Darouach, Jean-Yves Keller

Publication date: 2 October 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(97)00088-5

zbMATH Keywords

Kalman filtersoptimal estimationtwo-stage filterrandom bias

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05)

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Cites Work

• On the optimality of two-stage state estimation in the presence of random bias
• Separate bias Kalman estimator with bias state noise
• An alternate derivation and extension of Friendland's two-stage Kalman estimator
• Multistage estimation of bias states in linear systems†

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