Conference proceeding
On the identification of stochastic biases in linear time invariant systems
Proceedings of 1995 American Control Conference - ACC'95, v 6, pp 4067-4071
1995
Abstract
This paper addresses the existence of bias estimators. An approach to bias estimation is to augment the system state with bias states and implement a Kalman filter. Computational advantage can be gained using two parallel, reduced order Kalman filters. Conditions for existence of bias estimators for a linear, time invariant system with unknown, constant state and measurement biases are derived. A reduced row observability test matrix is used to show a necessary and sufficient condition for which complete bias observability does not exist. Examples are presented.
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Details
- Title
- On the identification of stochastic biases in linear time invariant systems
- Creators
- T.A Chmielewski - Systems ConceptsP.R Kalata
- Publication Details
- Proceedings of 1995 American Control Conference - ACC'95, v 6, pp 4067-4071
- Conference
- 1995 American Control Conference - ACC'95
- Publisher
- IEEE
- Number of pages
- 1
- Resource Type
- Conference proceeding
- Language
- English
- Academic Unit
- Electrical and Computer Engineering; [Retired Faculty]
- Other Identifier
- 991019222532204721