On the optimality of recursive unbiased state estimation with unknown inputs (Q5926273)
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scientific article; zbMATH DE number 1570856
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the optimality of recursive unbiased state estimation with unknown inputs |
scientific article; zbMATH DE number 1570856 |
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On the optimality of recursive unbiased state estimation with unknown inputs (English)
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27 June 2001
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The paper deals with a general approach to linear minimum variance unbiased estimation of the state of a linear discrete-time stochastic system with unknown inputs. It is shown that the solution to this problem can be obtained in terms of a linear recursive filter thus providing justification to previous results in the field.
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recursive filtering
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filtering with unknown inputs
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minimum variance unbiased estimation
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