Separate-bias estimation with reduced-order Kalman filters

DOI10.1109/9.701106zbMath0951.93067OpenAlexW2110448759MaRDI QIDQ4506510

Bernard Friedland, David Haessig

Publication date: 17 October 2000

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

Full work available at URL: https://doi.org/10.1109/9.701106

zbMATH Keywords

two-stage filteringseparate-bias estimationreduced-order Kalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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Sensor diagnosis and state estimation for a class of skew symmetric time-varying systems ⋮ Unknown disturbance inputs estimation based on a state functional observer design. ⋮ Unknown input observer for linear non-minimum phase systems ⋮ Robust State-and-Disturbance Observer Design for Linear Non-minimum-phase Systems ⋮ Reduced order Kalman filter for a continuous-time fractional-order system using fractional-order average derivative ⋮ State estimate recovery via nonlinear transforms during periods of destabilisation initiated by measurement uncertainty

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