×

A separate bias \(U\)-\(D\) factorization filter. (English) Zbl 0850.93808

MSC:

93E11 Filtering in stochastic control theory
93E25 Computational methods in stochastic control (MSC2010)
PDFBibTeX XMLCite
Full Text: DOI

References:

[1] Alouani, A. T.; Xia, P.; Rice, T. R.; Blair, W. D., On the opttmality of two-stage state estimation in the presence of random bias, IEEE Trans. Autom. Control, AC-38, 1279-1282 (1993) · Zbl 0784.93093
[2] Bierman, G. J., Measurement updating using the U-D factorization, (Proc. IEEE Conf. on Decision and Control. Proc. IEEE Conf. on Decision and Control, Houston, TX (1975)), 337-346
[3] Friedland, B., Treatment of bias in recursive filtering, IEEE Trans. Autom. Control, AC-14, 369 (1969)
[4] Friedland, B., Notes on separate-bias estimation, IEEE Trans. Autom. Control, AC-23, 735-738 (1978) · Zbl 0381.93048
[5] Ignagni, M. B., Separate-bias Kalman estimator with bias state noise, IEEE Trans. Autom. Control, AC-35, 338-341 (1990) · Zbl 0707.93069
[6] McConley, M. W., Nonlinear estimation for gyroscope calibration for the inertial pseudo star reference unit, (Master’s thesis (1994), Department of Aeronautics and Astronautics, Massachusetts Institute of Technology)
[7] Maybeck, P. S., (Stochastic Models, Estimation, and Control, Vol. 1 (1979), Academic Press: Academic Press Boston) · Zbl 0464.93002
[8] Thornton, C. L.; Bierman, G. J., Gram-Schmidt algorithms for covariance propagation, (Proc. IEEE Conf. on Decision and Control. Proc. IEEE Conf. on Decision and Control, Huoston, TX (1975)), 489-498
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.