Optimal filtering for systems with unknown inputs via the descriptor Kalman filtering method (Q642650): Difference between revisions

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+Optimal filtering in stochastic discrete-time systems with unknown inputs
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+Optimal filtering and robust fault diagnosis of stochastic systems with unknown disturbances
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+Unbiased minimum-variance state estimation for linear systems with unknown input
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+Unbiased minimum variance estimation for systems with unknown exogenous inputs
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+Extension of minimum variance estimation for systems with unknown inputs.
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+State estimation of stochastic singular linear systems
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+Unbiased minimum-variance input and state estimation for linear discrete-time systems
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+Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough
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+Optimal filtering for systems with unknown inputs
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+Robust two-stage Kalman filters for systems with unknown inputs
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+The Unified Structure of Unbiased Minimum-Variance Reduced-Order Filters
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+Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs
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+On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs
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+Optimal solution of the two-stage Kalman estimator
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+Separate bias Kalman estimator with bias state noise
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+Optimal recursive estimation for discrete-time descriptor systems
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+Unbiased minimum-variance linear state estimation
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+Kalman filtering for general discrete-time linear systems
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+Kalman filtering and Riccati equations for descriptor systems
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+State observers for discrete-time linear systems with unknown inputs
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