Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs (Q2450315)

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Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs
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    Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs (English)
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    20 May 2014
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    linear stochastic discrete-time varying systems
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    optimal three-stage Kalman filter (OThSKF)
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    augmented state Kalman filter (ASKF)
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    robust three-stage Kalman filter (RThSKF)
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    unbiased minimum-variance estimation
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