Unbiased minimum-variance input and state estimation for systems with unknown inputs: a system reformation approach

DOI10.1016/J.AUTOMATICA.2017.06.037zbMath1376.93101OpenAlexW2728201304MaRDI QIDQ1680927

Hsieh, Chien-Shu

Publication date: 17 November 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2017.06.037

zbMATH Keywords

unknown input filteringunbiased minimum-variance estimationoptimal input and state estimationsystem reformation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items (9)

Study of a fixed-lag Kalman smoother for input and state estimation in vibrating structures ⋮ Robust extended Kalman filtering for nonlinear systems in the presence of unknown inputs and correlated noises ⋮ Parameter continuity in time-varying Gauss-Markov models for learning from small training data sets ⋮ Distributed consensus-based estimation with unknown inputs and random link failures ⋮ Deadbeat unknown-input state estimation and input reconstruction for linear discrete-time systems ⋮ Interval estimation of state and unknown input for linear discrete-time systems ⋮ Time-distributed multi-step delayed input and state estimation ⋮ Distributed filtering for nonlinear systems under false data injection attack ⋮ Event-based state and unknown input estimation for uncertain systems with stochastic nonlinearities

Cites Work

• State estimation for descriptor systems via the unknown input filtering method
• 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
• A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
• On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs
• Unbiased minimum-variance state estimation for linear systems with unknown input
• Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs
• Nonparametric input estimation in physiological systems: Problems, methods, and case studies
• On the asymptotic stability of minimum-variance unbiased input and state estimation
• Robust two-stage Kalman filters for systems with unknown inputs
• State/noise estimator for descriptor systems with application to sensor fault diagnosis

This page was built for publication: Unbiased minimum-variance input and state estimation for systems with unknown inputs: a system reformation approach