Extension of Friedland's bias filtering technique to discrete-time systems with unknown inputs

DOI10.1080/00207729608929329zbMath0869.93046OpenAlexW2024641780MaRDI QIDQ3124278

Jean-Yves Keller, Leonhard Summerer, Mohamed Darouach

Publication date: 13 March 1997

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729608929329

zbMATH Keywords

linear systemsKalman filterdiscrete-timeunknown inputs

Mathematics Subject Classification ID

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

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Cites Work

• Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
• Separate bias Kalman estimator with bias state noise
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• Kalman filtering and Riccati equations for descriptor systems
• Connection between the three-block generalized Riccati equation and the standard Riccati equation

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