Separate bias Kalman estimator with bias state noise

DOI10.1109/9.50352zbMath0707.93069OpenAlexW2118705801MaRDI QIDQ3489907

M. B. Ignagni

Publication date: 1990

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.50352

zbMATH Keywords

time-dependent

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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Unbiased minimum variance estimation for systems with unknown exogenous inputs ⋮ A separate bias \(U\)-\(D\) factorization filter ⋮ Inferring unknown unknowns: regularized bias-aware ensemble Kalman filter ⋮ Optimal filtering for systems with unknown inputs via the descriptor Kalman filtering method ⋮ Solution of transfer alignment problem of SINS on moving bases via neural networks ⋮ Estimation and detection of unknown inputs using optimal FIR filter ⋮ A framework for globally optimal state estimation for systems with unknown inputs (I): transformation approach ⋮ On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs ⋮ Optimal two-stage Kalman filter in the presence of random bias ⋮ Unbiased minimum-variance state estimation for linear systems with unknown input ⋮ Extension of Friedland's bias filtering technique to discrete-time systems with unknown inputs ⋮ Distributed recursive filtering for time-varying systems with dynamic bias over sensor networks: tackling packet disorders

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