Optimal minimal-order least-squares estimators via the general two-stage Kalman filter

Chien Shu Hsieh; Fu-Chuang Chen

doi:10.1109/9.964689

Optimal minimal-order least-squares estimators via the general two-stage Kalman filter

Chien Shu Hsieh^*, Fu-Chuang Chen

^*Corresponding author for this work

Department of Electrical and Computer Engineering

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

11 Scopus citations

Abstract

A direct derivation of the optimal minimal-order least-squares estimator (OMOLSE) is presented using the recently developed general two-stage Kalman filter (GTSKF). Using this new result, the reduced-order estimators of O'Reilly and Fairman are recently shown to be equivalent. A practical implementation issue to consider these two estimators is also addressed.

Original language	American English
Pages (from-to)	1772-1776
Number of pages	5
Journal	IEEE Transactions on Automatic Control
Volume	46
Issue number	11
DOIs	https://doi.org/10.1109/9.964689
State	Published - 1 Nov 2001

Keywords

Least-squares estimator
Minimal-order estimator
Reduced-order estimator
Two-stage Kalman filter

Access to Document

10.1109/9.964689

Cite this

@article{62578474f968446887786c0fc7d6df0d,

title = "Optimal minimal-order least-squares estimators via the general two-stage Kalman filter",

abstract = "A direct derivation of the optimal minimal-order least-squares estimator (OMOLSE) is presented using the recently developed general two-stage Kalman filter (GTSKF). Using this new result, the reduced-order estimators of O'Reilly and Fairman are recently shown to be equivalent. A practical implementation issue to consider these two estimators is also addressed.",

keywords = "Least-squares estimator, Minimal-order estimator, Reduced-order estimator, Two-stage Kalman filter",

author = "Hsieh, {Chien Shu} and Fu-Chuang Chen",

year = "2001",

month = nov,

day = "1",

doi = "10.1109/9.964689",

language = "American English",

volume = "46",

pages = "1772--1776",

journal = "IEEE Transactions on Automatic Control",

issn = "0018-9286",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

number = "11",

}

TY - JOUR

T1 - Optimal minimal-order least-squares estimators via the general two-stage Kalman filter

AU - Hsieh, Chien Shu

AU - Chen, Fu-Chuang

PY - 2001/11/1

Y1 - 2001/11/1

N2 - A direct derivation of the optimal minimal-order least-squares estimator (OMOLSE) is presented using the recently developed general two-stage Kalman filter (GTSKF). Using this new result, the reduced-order estimators of O'Reilly and Fairman are recently shown to be equivalent. A practical implementation issue to consider these two estimators is also addressed.

AB - A direct derivation of the optimal minimal-order least-squares estimator (OMOLSE) is presented using the recently developed general two-stage Kalman filter (GTSKF). Using this new result, the reduced-order estimators of O'Reilly and Fairman are recently shown to be equivalent. A practical implementation issue to consider these two estimators is also addressed.

KW - Least-squares estimator

KW - Minimal-order estimator

KW - Reduced-order estimator

KW - Two-stage Kalman filter

UR - http://www.scopus.com/inward/record.url?scp=0035507302&partnerID=8YFLogxK

U2 - 10.1109/9.964689

DO - 10.1109/9.964689

M3 - Article

AN - SCOPUS:0035507302

SN - 0018-9286

VL - 46

SP - 1772

EP - 1776

JO - IEEE Transactions on Automatic Control

JF - IEEE Transactions on Automatic Control

IS - 11

ER -

Optimal minimal-order least-squares estimators via the general two-stage Kalman filter

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this