General two-stage Kalman filters

Chien Shu Hsieh; Fu-Chuang Chen

doi:10.1109/9.847129

General two-stage Kalman filters

Chien Shu Hsieh, Fu-Chuang Chen

Department of Electrical and Computer Engineering

Research output: Contribution to journal › Article › peer-review

41 Scopus citations

Abstract

A general two-stage Kalman filter (GTSKF) that is equivalent to, but numerically more efficient than, the standard single-stage Kalman filter is developed for general, time-varying, linear discrete-time systems. Analytical results defining the reduction in computational burdens are presented. Simulation results that validate the predicted efficiency improvements are shown as well.

Original language	English
Article number	847129
Pages (from-to)	819-824
Number of pages	6
Journal	IEEE Transactions on Automatic Control
Volume	45
Issue number	4
DOIs	https://doi.org/10.1109/9.847129
State	Published - Apr 2000

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abstract = "A general two-stage Kalman filter (GTSKF) that is equivalent to, but numerically more efficient than, the standard single-stage Kalman filter is developed for general, time-varying, linear discrete-time systems. Analytical results defining the reduction in computational burdens are presented. Simulation results that validate the predicted efficiency improvements are shown as well.",

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General two-stage Kalman filters

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