General sufficiency conditions are developed for the stability of a discrete-time cascaded-filter architecture. An application of the result is in the filtering of prefiltered Global Positioning System (GPS) data during times in which the GPS receiver is tracking less than four satellites. Simulation results are presented for the case where the master filter processes the GPS filter estimate after the GPS filter attains uniform complete observability and controllability following its third filter cycle as well as the case where the observability condition is not met.>
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Smith et al. (1989) studied this question.
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