Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough

DOI10.1016/j.automatica.2006.11.016zbMath1117.93366OpenAlexW2064815138MaRDI QIDQ883398

Publication date: 4 June 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.11.016

zbMATH Keywords

Kalman filtering recursive state estimation minimum-variance estimation unknown input 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) Stochastic systems in control theory (general) (93E03)

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