The stability analysis of the adaptive two‐stage Kalman filter
Kwang Hoon Kim, Jang Gyu Lee, Chan Gook Park · International Journal of Adaptive Control and Signal Processing · 2007
Abstract Recently, the adaptive two‐stage Kalman filter, which can track unknown random bias, was proposed. This filter can be used for systems with unknown random bias on the assumption that the stochastic information of a random bias is incomplete. This paper analyses the stability of the adaptive two‐stage Kalman filter. Copyright © 2007 John Wiley & Sons, Ltd.