A new unbiased minimum variance observer for stochastic LTV systems with unknown inputs

DOI10.1093/imamci/dnz009zbMath1447.93126OpenAlexW2924068781MaRDI QIDQ5114343

Dalil Ichalal, Vincent Vigneron, Luc Meyer

Publication date: 22 June 2020

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/dnz009

zbMATH Keywords

discrete-time systemsstate estimationstochastic systemsunknown inputlinear time varying systems

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Observers (93B53)

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