An Adaptive Two-Stage Kalman Filter
Lifen Sui · 2008
The two-stage Kalman filter is excellent than standard Kalman filter in the presence of unknown random bias.The optimal TKF requires the complete information of unknown random bias.However,in a number of practical situations,the information of unknown random bias is difficult to obtain.An adaptive two-stage filter based on innovation of filter was presented,the method performed well when the information of unknown random bias was incomplete.Finally,with a simulative example,the validity of the method was verified.