Reduced order decomposition for steady state biased Kalman filters

Dimitrie C. Popescu; Zoran Gajic

Reduced order decomposition for steady state biased Kalman filters

Dimitrie C. Popescu, Zoran Gajic

Research output: Contribution to journal › Conference article › peer-review

Abstract

The problem of estimating the state x of a linear system in the presence of a constant, but unknown bias vector b is considered. Applying results derived for optimal filtering of singularly perturbed systems, the reduced order filters for state and bias are obtained. The presented approach completely decouples state and bias filters, both of them being driven by the systems measurements, thus allowing parallel computations.

Original language	English (US)
Pages (from-to)	17-20
Number of pages	4
Journal	Canadian Conference on Electrical and Computer Engineering
Volume	1
State	Published - 1998
Event	Proceedings of the 1998 11th Canadian Conference on Electrical and Computer Engineering, CCECE. Part 1 (of 2) - Toronto, Can Duration: May 24 1998 → May 28 1998

All Science Journal Classification (ASJC) codes

Hardware and Architecture
Electrical and Electronic Engineering

Cite this

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title = "Reduced order decomposition for steady state biased Kalman filters",

abstract = "The problem of estimating the state x of a linear system in the presence of a constant, but unknown bias vector b is considered. Applying results derived for optimal filtering of singularly perturbed systems, the reduced order filters for state and bias are obtained. The presented approach completely decouples state and bias filters, both of them being driven by the systems measurements, thus allowing parallel computations.",

author = "Popescu, {Dimitrie C.} and Zoran Gajic",

year = "1998",

language = "English (US)",

volume = "1",

pages = "17--20",

journal = "Canadian Conference on Electrical and Computer Engineering",

issn = "0840-7789",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

note = "Proceedings of the 1998 11th Canadian Conference on Electrical and Computer Engineering, CCECE. Part 1 (of 2) ; Conference date: 24-05-1998 Through 28-05-1998",

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TY - JOUR

T1 - Reduced order decomposition for steady state biased Kalman filters

AU - Popescu, Dimitrie C.

AU - Gajic, Zoran

PY - 1998

Y1 - 1998

N2 - The problem of estimating the state x of a linear system in the presence of a constant, but unknown bias vector b is considered. Applying results derived for optimal filtering of singularly perturbed systems, the reduced order filters for state and bias are obtained. The presented approach completely decouples state and bias filters, both of them being driven by the systems measurements, thus allowing parallel computations.

AB - The problem of estimating the state x of a linear system in the presence of a constant, but unknown bias vector b is considered. Applying results derived for optimal filtering of singularly perturbed systems, the reduced order filters for state and bias are obtained. The presented approach completely decouples state and bias filters, both of them being driven by the systems measurements, thus allowing parallel computations.

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UR - http://www.scopus.com/inward/citedby.url?scp=0031640049&partnerID=8YFLogxK

M3 - Conference article

AN - SCOPUS:0031640049

SN - 0840-7789

VL - 1

SP - 17

EP - 20

JO - Canadian Conference on Electrical and Computer Engineering

JF - Canadian Conference on Electrical and Computer Engineering

T2 - Proceedings of the 1998 11th Canadian Conference on Electrical and Computer Engineering, CCECE. Part 1 (of 2)

Y2 - 24 May 1998 through 28 May 1998

ER -

Reduced order decomposition for steady state biased Kalman filters

Abstract

All Science Journal Classification (ASJC) codes

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