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A Kalman-filtering derivation of simultaneous input and state estimation

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Publication:6198147
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DOI10.1016/j.automatica.2019.06.030WikidataQ127541143 ScholiaQ127541143MaRDI QIDQ6198147

Mohammad Ali Abooshahab, Morten Hovd, Bitmead, Robert R.

Publication date: 20 February 2024

Published in: Automatica (Search for Journal in Brave)


zbMATH Keywords

state estimationKalman filtersestimation algorithmsinput estimation


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Algebraic methods (93B25)




Cites Work

  • Unbiased minimum-variance input and state estimation for linear discrete-time systems
  • Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough
  • A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
  • Unbiased minimum-variance linear state estimation
  • Simultaneous input and state estimation for nonlinear systems with applications to flow field estimation
  • White-noise estimators for seismic data processing in oil exploration
  • On the optimality of recursive unbiased state estimation with unknown inputs
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This page was last edited on 10 July 2024, at 08:12.
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