Comments on "Optimal solution of the two-stage Kalman estimator
Kueiming Lo, Qiang Lu, Wook Hyun Кwon · IEEE Transactions on Automatic Control · 2002
The optimal two-stage Kalman estimator (OTSKE) is analyzed (C.S. Hsieh and F.C. Chen, see ibid., vol.44. p.194-9, 1999). Comparison with two estimators shows that the optimal two-stage Kalman estimator has no advantage, especially no computational advantage over the augmented state Kalman filter.