This paper presents an algorithm for a class of suitably constrained reduced-order filters which minimize the variance of the estimated variables. The algorithm generates both the filter gain history and the true estimation error covariance. The algorithm provides a quantitative criterion which can be used to measure the performance of any reduced-order estimator. Both continuous and discrete estimators are considered. Several examples are treated including an application of the technique to a hybrid navigation system of high order.
Applications of Mininum Variance Reduced-State Estimators
IEEE Transactions on Aerospace and Electronic Systems ; AES-11 , 5 ; 785-794
1975-09-01
2388690 byte
Article (Journal)
Electronic Resource
English
Applications of FIR State Estimators
Wiley | 2022
|Reduced State Estimators for Consistent Tracking of Maneuvering Targets
Online Contents | 2005
|