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Optimal multistage Kalman estimators

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Publication:2730310
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DOI10.1109/9.887678zbMath0991.93112OpenAlexW2006350536MaRDI QIDQ2730310

Chen, Fu-Chuang, Hsieh, Chien-Shu

Publication date: 5 August 2001

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a554e07e589c89720972fb82ab2496bbc728f764


zbMATH Keywords

discrete-time linear time-varying systems


Mathematics Subject Classification ID

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Related Items (6)

Robust filtering for state and fault estimation of linear stochastic systems with unknown disturbance ⋮ Discussion on: ``Observer scheme for state and parameter estimation in asynchronous motors with application to speed control ⋮ Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs ⋮ Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs ⋮ Speed and rotor flux estimation of induction machines using a two-stage extended Kalman filter ⋮ Extended Kalman filters using explicit and derivative-free local linearizations




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