Time-distributed multi-step delayed input and state estimation

DOI10.1016/j.automatica.2019.108700zbMath1430.93202OpenAlexW2990769541WikidataQ126670262 ScholiaQ126670262MaRDI QIDQ2288702

Hsieh, Chien-Shu

Publication date: 20 January 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2019.108700

zbMATH Keywords

unbiased minimum-variance estimationsystem reformationmulti-step delayed input and state estimationtime-distributed input estimation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Asymptotic stability in control theory (93D20) Delay control/observation systems (93C43)

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
• A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
• Unbiased minimum-variance linear state estimation
• Nonparametric input estimation in physiological systems: Problems, methods, and case studies
• Unbiased minimum-variance input and state estimation for systems with unknown inputs: a system reformation approach
• On the asymptotic stability of minimum-variance unbiased input and state estimation
• On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs
• Robust two-stage Kalman filters for systems with unknown inputs
• State/noise estimator for descriptor systems with application to sensor fault diagnosis
• Optimal filtering and robust fault diagnosis of stochastic systems with unknown disturbances

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