General two-stage Kalman filters

Chien Shu Hsieh, Fu-Chuang Chen

Research output: Contribution to journalArticlepeer-review

41 Scopus citations


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 languageEnglish
Article number847129
Pages (from-to)819-824
Number of pages6
JournalIEEE Transactions on Automatic Control
Issue number4
StatePublished - 1 Apr 2000


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