Notes on Separate-Bias Estimation

Bernard Friedland

doi:10.1109/TAC.1978.1101789

Notes on Separate-Bias Estimation

Bernard Friedland

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9 Scopus citations

Abstract

Properties of the separate-bias estimation technique introduced in 1969 [1] 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)	735-738
Number of pages	4
Journal	IEEE Transactions on Automatic Control
Volume	23
Issue number	4
DOIs	https://doi.org/10.1109/TAC.1978.1101789
State	Published - Aug 1978
Externally published	Yes

All Science Journal Classification (ASJC) codes

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

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10.1109/TAC.1978.1101789

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abstract = "Properties of the separate-bias estimation technique introduced in 1969 [1] 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.",

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AB - Properties of the separate-bias estimation technique introduced in 1969 [1] 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.

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Notes on Separate-Bias Estimation

Abstract

All Science Journal Classification (ASJC) codes

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