On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs

DOI10.1016/J.AUTOMATICA.2010.01.029zbMath1193.93164OpenAlexW2060369659MaRDI QIDQ983212

Hsieh, Chien-Shu

Publication date: 3 August 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.01.029

zbMATH Keywords

global optimalityoptimal estimationunknown inputsunbiased minimum-variance 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) Linear systems in control theory (93C05)

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Cites Work

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• Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough
• Unbiased minimum-variance state estimation for linear systems with unknown input
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• Optimal filtering in stochastic discrete-time systems with unknown inputs
• Optimal filtering for systems with unknown inputs
• Optimal solution of the two-stage Kalman estimator
• State observers for discrete-time linear systems with unknown inputs
• Optimal filtering and robust fault diagnosis of stochastic systems with unknown disturbances
• The Unified Structure of Unbiased Minimum-Variance Reduced-Order Filters
• On the optimality of recursive unbiased state estimation with unknown inputs

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