Multistage linear estimation using partitioning

DOI10.1109/TAC.1985.1103908zbMATH Open0551.93062OpenAlexW2158828511MaRDI QIDQ3343889FDOQ3343889

Authors: D. II. Andrisani, Ching-Fu Gau 

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1109/tac.1985.1103908

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zbMATH Keywords

parameter identificationbias estimationestimation algorithmKalman filtersdecentralized estimationtwo-stage estimator

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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• Comparative computational analysis of a new per-sample partitioning linear filter and the Kalman filter
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• Title not available (Why is that?)
• Scattering framework for backwards partitioned estimators
• Two-stage bias correction estimators based on generalized partitioning estimation method†
• Optimal multistage Kalman estimators
• Decomposition of linear state estimation procedures for dynamic systems

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