A Kalman-filtering derivation of input and state estimation for linear discrete-time systems with direct feedthrough

DOI10.1016/j.automatica.2023.111453OpenAlexW4390496383MaRDI QIDQ6119730

Wei Xing Zheng, Xinmin Song

Publication date: 20 February 2024

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2023.111453

zbMATH Keywords

stochastic controlKalman filterRiccati equationdetectionunknown inputsimultaneous input and state estimation

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)

Cites Work

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