A limit Kalman filter and smoother for systems with unknown inputs

Cites Work

Unnamed Item
Unnamed Item
State estimation with partially observed inputs: a unified Kalman filtering approach
Linear dynamic filtering with noisy input and output
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 state estimation for linear systems with unknown input
Monotonicity and stabilizability properties of solutions of the Riccati difference equation: Propositions, lemmas, theorems, fallacious conjectures and counterexamples
Unbiased minimum-variance linear state estimation
Input observability and input reconstruction
Two-stage Kalman estimator with unknown exogenous inputs
Unbiased minimum variance estimation for systems with unknown exogenous inputs
Deterministic least squares filtering.
Simultaneous input \& state estimation, singular filtering and stability
On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs
On the observability of linear, time-invariant systems with unknown inputs
Robust two-stage Kalman filters for systems with unknown inputs
Explicit solution to the singular discrete-time stationary linear filtering problem
Convergence properties of the Riccati difference equation in optimal filtering of nonstabilizable systems
Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
Design of observers for linear systems with unknown inputs
Observing the states of systems with unmeasurable disturbances
White-noise estimators for seismic data processing in oil exploration
Disturbance decoupled observer design: a unified viewpoint
Full-order observers for linear systems with unknown inputs
Optimal filtering for systems with unknown inputs
A note on Kalman-Bucy filters with zero measurement noise
Optimal solution of the two-stage Kalman estimator
Kalman filtering with unknown inputs via optimal state estimation of singular systems
The deterministic interpretation of the Kalman filter
Bridging a Gap in Applied Kalman Filtering: Estimating Outputs When Measurements Are Correlated with the Process Noise [Focus on Education]
Observers for linear systems with unknown inputs
On the optimality of recursive unbiased state estimation with unknown inputs
A Kalman-filtering derivation of simultaneous input and state estimation

This page was built for publication: A limit Kalman filter and smoother for systems with unknown inputs