A maximum likelihood estimator for switching linear systems with unknown inputs

DOI10.1016/J.AUTOMATICA.2019.07.003MaRDI QIDQ6119716zbMATH OpenFDO

Authors Luc Meyer, Dalil Ichalal, Vincent Vigneron

Publication date 20 February 2024

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2019.07.003

zbMATH Keywords

state estimationswitching systemsdiscrete-time systemunknown inputminimum variance estimation

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cites work

• A maximum-likelihood Kalman filter for switching discrete-time linear systems
• Extension of minimum variance estimation for systems with unknown inputs.
• High-order sliding mode observers for nonlinear autonomous switched systems with unknown inputs
• Luenberger observers for switching discrete-time linear systems
• Receding-horizon estimation for switching discrete-time linear systems
• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems

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