Identifiability Analysis of Noise Covariances for LTI Stochastic Systems with Unknown Inputs

DOI10.1109/tac.2022.3208338arXiv2209.07104OpenAlexW4296558690MaRDI QIDQ6080255

Bi-Qiang Mu, Tianshi Chen, Unnamed Author, Wei Xing Zheng, He Kong, Salah Sukkarieh

Publication date: 2 October 2023

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

Full work available at URL: https://arxiv.org/abs/2209.07104

zbMATH Keywords

estimationKalman filternoise covariance estimationarbitrary unknown input

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Related Items (1)

Combined invariant subspace \& frequency-domain subspace method for identification of discrete-time MIMO linear systems

This page was built for publication: Identifiability Analysis of Noise Covariances for LTI Stochastic Systems with Unknown Inputs