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

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

Bart De Moor, Steven Gillijns

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

93E11: Filtering in stochastic control theory

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93E03: Stochastic systems in control theory (general)

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Robust filtering for state and fault estimation of linear stochastic systems with unknown disturbance, Unbiased minimum-variance filter for state and fault estimation of linear time-varying systems with unknown disturbances, On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs, Unbiased minimum-variance state estimation for linear systems with unknown input, Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs, Unbiased \(H_\infty \) filtering for neutral Markov jump systems

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