Kalman filtering under unknown inputs and norm constraints
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Publication:2065224
DOI10.1016/J.AUTOMATICA.2021.109871zbMath1480.93424OpenAlexW3196357735MaRDI QIDQ2065224
Publication date: 7 January 2022
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2021.109871
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05)
Related Items (5)
The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares ⋮ Infinity augmented state Kalman filter and its application in unknown input and state estimation ⋮ Noise covariance estimation via autocovariance least-squares with deadbeat filters ⋮ A Kalman-filtering derivation of input and state estimation for linear discrete-time systems with direct feedthrough ⋮ Estimation of ARMAX processes with noise corrupted output signal observations
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