State estimation with partially observed inputs: a unified Kalman filtering approach

DOI10.1016/j.automatica.2012.12.007zbMath1269.93113OpenAlexW1972786320MaRDI QIDQ357567

Baibing Li

Publication date: 30 July 2013

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://dspace.lboro.ac.uk/2134/12188

zbMATH Keywords

state estimationstate space modelsKalman filtersBayesian inferencedata aggregationGaussian noisesinput observabilityminimum-mean-square-error estimator

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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