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

^*此作品的通信作者

電機工程學系

研究成果: Article › 同行評審

11 引文斯高帕斯（Scopus）

摘要

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.

原文	American English
頁（從 - 到）	1772-1776
頁數	5
期刊	IEEE Transactions on Automatic Control
卷	46
發行號	11
DOIs	https://doi.org/10.1109/9.964689
出版狀態	Published - 1 11月 2001

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10.1109/9.964689

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

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