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