Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs
From MaRDI portal
Publication:1036689
DOI10.1016/j.automatica.2009.05.004zbMath1175.93213OpenAlexW2088619025MaRDI QIDQ1036689
Publication date: 13 November 2009
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2009.05.004
Filtering in stochastic control theory (93E11) Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10)
Related Items (27)
The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares ⋮ On distributed fusion estimation with stochastic scheduling over sensor networks ⋮ Framework for state and unknown input estimation of linear time-varying systems ⋮ Unbiased minimum-variance input and state estimation for systems with unknown inputs: a system reformation approach ⋮ Robust filtering for state and fault estimation of linear stochastic systems with unknown disturbance ⋮ Distributed state estimation for uncertain linear systems: a regularized least-squares approach ⋮ State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels ⋮ A stochastic unknown input realization and filtering technique ⋮ A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems ⋮ An internal model approach to estimation of systems with arbitrary unknown inputs ⋮ Filtering for systems subject to unknown inputs without a priori initial information ⋮ Distributed consensus-based estimation with unknown inputs and random link failures ⋮ Optimal filtering for systems with unknown inputs via the descriptor Kalman filtering method ⋮ An unknown input extended Kalman filter for nonlinear stochastic systems ⋮ Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs ⋮ State estimation for descriptor systems via the unknown input filtering method ⋮ Deadbeat unknown-input state estimation and input reconstruction for linear discrete-time systems ⋮ Novel optimal recursive filter for state and fault estimation of linear stochastic systems with unknown disturbances ⋮ A framework for globally optimal state estimation for systems with unknown inputs (I): transformation approach ⋮ A Framework for Globally Optimal State Estimation for Systems with Unknown Inputs (II): Untrammeled Approach ⋮ Unbiased minimum-variance filter for state and fault estimation of linear time-varying systems with unknown disturbances ⋮ Unbiased steady minimum-variance estimation for systems with measurement-delay and unknown inputs ⋮ On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs ⋮ Recursive state estimation for two-dimensional shift-varying systems with random parameter perturbation and dynamical bias ⋮ Distributed state estimation for discrete-time nonlinear system with unknown inputs ⋮ Kalman filtering under unknown inputs and norm constraints ⋮ Variance-constrained multiobjective control and filtering for nonlinear stochastic systems: a survey
Cites Work
- Unbiased minimum-variance input and state estimation for linear discrete-time systems
- Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough
- Unbiased minimum-variance linear state estimation
- Unbiased minimum variance estimation for systems with unknown exogenous inputs
- Extension of minimum variance estimation for systems with unknown inputs.
- Robust two-stage Kalman filters for systems with unknown inputs
- Optimal filtering in stochastic discrete-time systems with unknown inputs
- Optimal filtering for systems with unknown inputs
- Optimal solution of the two-stage Kalman estimator
- Optimal filtering and robust fault diagnosis of stochastic systems with unknown disturbances
- On the optimality of recursive unbiased state estimation with unknown inputs
- Unnamed Item
This page was built for publication: Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs