Lesson 22 State Estimation for the Not-so-basic State-variable Model

Summary

In deriving all our state estimators we worked with our basic state-variable model. In many practical applications we begin with a model that differs from the basic state-variable model. The purpose of this lesson is to explain how to use or modify our previous state estimators when there are:

1. Either nonzero-mean noise processes or known bias functions or both in the state or measurement equations; or

2. Correlated noise processes in the state and measurement equations; or

3. Colored disturbances or measurement noises; or

4. Some perfect measurements.

No new concepts are needed to handle items 1 and 2. A state augmentation procedure is needed to handle item 3. Colored ...

Get Lessons in Estimation Theory for Signal Processing, Communications, and Control, Second Edition now with O’Reilly online learning.

O’Reilly members experience live online training, plus books, videos, and digital content from 200+ publishers.