Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs

DOI10.1016/j.jfranklin.2012.05.004zbMath1287.93090OpenAlexW2057073111MaRDI QIDQ2450315

José Ragot, Fayçal Ben Hmida, Karim Khémiri, Moncef Gossa

Publication date: 20 May 2014

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2012.05.004

zbMATH Keywords

unbiased minimum-variance estimationaugmented state Kalman filter (ASKF)linear stochastic discrete-time varying systemsoptimal three-stage Kalman filter (OThSKF)robust three-stage Kalman filter (RThSKF)

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) Stochastic systems in control theory (general) (93E03)

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