An alternate derivation and extension of Friendland's two-stage Kalman estimator

DOI10.1109/TAC.1981.1102697zbMath0484.93064MaRDI QIDQ3944456

M. B. Ignagni

Publication date: 1981

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

zbMATH Keywords

two-stage Kalman estimator

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Analysis of variance and covariance (ANOVA) (62J10)

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