Two-stage Kalman estimator with unknown exogenous inputs
type: Item
instance of: scholarly article
title: Two-stage Kalman estimator with unknown exogenous inputs
zbMATH Open document ID: 0937.93049
DOI: 10.1016/S0005-1098(98)00194-0
published in: Automatica
publication date: 2000-05-23T00:00:00Z
review text: The paper presents a two-stage estimator for bias and state filtering in discrete-time stochastic linear systems affected by unknown inputs of disturbances. It is shown that the state estimator can be expressed as a sum of a bias-free state estimator and the optimal estimator of constant bias. The proposed two-stage estimator is based on an alternate derivation of the unbiased minimum variance estimator with unknown exogenous inputs developed by \textit{M. Darouach} and \textit{M. Zasadzinski} [Automatica 33, 717-719 (1997; Zbl 0874.93086)].
reviewed by: Vyacheslav A. Vasiliev
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93E10
zbMATH DE Number: 1325700
zbMATH Keywords: minimum variance
zbMATH Keywords: Kalman filter
zbMATH Keywords: unknown disturbance
zbMATH Keywords: bias filtering
zbMATH Keywords: estimation
author: Jean-Yves Keller
author: Mohamed Darouach
MaRDI profile type: Publication
Wikidata QID: Q127642388
description: scientific article; zbMATH DE number 1325700