Multistage estimation of bias states in linear systems†

DOI10.1080/00207177808922475MaRDI QIDQ4174602zbMATH OpenOpenAlexWikidataFDO

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

• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• scientific article; zbMATH DE number 3358330 (Why is no real title available?)
• Algorithms for Discrete Sequential Maximum Likelihood Bias Estimation and Associated Error Analysis
• Comparison of Friedland's and Lin-sage's bias estimation algorithms
• Parallel computation in linear discrete filtering
• Separating bias and state estimates in a recursive second-order filter
• The matrix minimum principle

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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