On reduced order parallel filters for state estimation
Theodore R. Rice, W. M. Bush, Ali T. Alouani · 2002
A class of global Kalman filters which were implemented using two parallel reduced-order filters is discussed. It is shown that the optimal state estimate is a linear combination of the states of the reduced-order filters. This approach gives the optimal solution and is computationally more attractive than the use of a global Kalman filter.>