Estimating Sudden Changes of Biases in Linear Dynamic Systems

Bernard Friedland, Susan M. Grabousky

Research output: Contribution to journalArticlepeer-review

30 Scopus citations


A procedure is presented for estimating sudden changes in the bias vector in a linear dynamic system. This procedure is the result of combining the recently-developed method [1], [2] of tracking a piecewise-constant vector observed directly through additive noise with the method [3] for separating the estimation of the bias in a linear system from the estimation of the dynamic state variables. The application of the procedure is illustrated by a second-order dynamic system with two biases subject to transition. Its performance is demonstrated by a simulation.

Original languageEnglish (US)
Pages (from-to)237-240
Number of pages4
JournalIEEE Transactions on Automatic Control
Issue number1
StatePublished - Feb 1982
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Electrical and Electronic Engineering
  • Control and Systems Engineering
  • Computer Science Applications


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