Abstract
Properties of the separate-bias estimation technique introduced in 1969 are reviewed, including the interpretation of the result as the estimation of a constant embedded in white noise. The equations may be rearranged to permit a simpler calculation of the bias which is particularly useful if only infrequent estimates of the bias are needed. It is also shown that the assumption of a nondecreasing bias-covariance matrix leads to a time-invariant filter without steady-state errors in estimation of the state or the bias.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 735-745 |
| Number of pages | 11 |
| Journal | IEEE Transactions on Automatic Control |
| Volume | AC-23 |
| Issue number | 4 |
| State | Published - 1978 |
| Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering