Optimal solution of the two-stage Kalman estimator.
Chien-Shu HsiehFu-Chuang ChenPublished in: IEEE Trans. Autom. Control. (1999)
Keyphrases
- optimal solution
- np hard
- least squares
- filtering algorithm
- solution quality
- search space
- linear programming
- linear program
- maximum likelihood
- knapsack problem
- branch and bound
- branch and bound algorithm
- objective function
- estimation error
- iterative procedure
- error estimation
- feasible solution
- greedy heuristic
- variance estimator
- lower bound
- locally optimal
- global optimum
- kalman filtering
- metaheuristic
- mixed integer
- maximum a posteriori
- kalman filter
- computational complexity
- column generation
- total cost
- recursive least squares
- maximum likelihood estimator
- decision directed