ON THE OPTIMALITY OF 2-STAGE STATE ESTIMATION IN THE PRESENCE OF RANDOM BIAS

被引：69

作者：

ALOUANI, AT ^{[1
]}

XIA, P ^{[1
]}

RICE, TR ^{[1
]}

BLAIR, WD ^{[1
]}

机构：

[1] USN,CTR SURFACE WARFARE,DEPT SYST RES & TECHNOL,DIV DAHLGREN,DAHLGREN,VA 22448

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1993年 / 38卷 / 08期

关键词：

Constraint theory - Electric filters - Estimation - Matrix algebra - Random processes;

D O I：

10.1109/9.233168

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This note provides sufficient conditions for the optimality of a two-stage estimator for state estimation in the presence of random bias. Under an algebraic constraint on the correlation between the state and bias process noises, the optimal estimate of the system state can be obtained as a linear combination of the output of the first stage (a ''bias-free'' filter) and the second stage (a bias filter). Because the algebraic constraint is restrictive in practice, the results of this note indirectly indicate that for most practical systems the proposed solution to the two-stage estimation problem will be suboptimal.

引用

页码：1279 / 1282

页数：4