General two-stage Kalman filters

Chien Shu Hsieh, Fu-Chuang Chen

研究成果: Article同行評審

41 引文 斯高帕斯(Scopus)

摘要

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.

原文English
文章編號847129
頁(從 - 到)819-824
頁數6
期刊IEEE Transactions on Automatic Control
45
發行號4
DOIs
出版狀態Published - 4月 2000

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