Comments on "Optimal solution of the two-stage Kalman estimator

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.

[1]  Chien-Shu Hsieh,et al.  General two-stage Kalman filters , 2000, IEEE Trans. Autom. Control..

[2]  T. R. Rice,et al.  On the optimality of two-stage state estimation in the presence of random bias , 1993, IEEE Trans. Autom. Control..

[3]  Chien-Shu Hsieh,et al.  Modified stochastic Luenberger observers , 2000, Autom..

[4]  Chien-Shu Hsieh,et al.  Optimal solution of the two-stage Kalman estimator , 1999, IEEE Trans. Autom. Control..