Multistage estimation of bias states in linear systems†

DOI10.1080/00207177808922475zbMATH Open0392.93035OpenAlexW1965183400WikidataQ126245787 ScholiaQ126245787MaRDI QIDQ4174602FDOQ4174602

Authors: Jerry M. Mendel, H. D. Washburn 

Publication date: 1978

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177808922475

zbMATH Keywords

Linear SystemsBias StatesMultistage EstimationRecursive Bias Filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Model systems in control theory (93C99)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• The matrix minimum principle
• Parallel computation in linear discrete filtering
• Separating bias and state estimates in a recursive second-order filter
• Comparison of Friedland's and Lin-sage's bias estimation algorithms
• Algorithms for Discrete Sequential Maximum Likelihood Bias Estimation and Associated Error Analysis

Cited In (3)

• Optimal two-stage Kalman filter in the presence of random bias
• Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs
• Two-stage bias correction estimators based on generalized partitioning estimation method†

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