Unbiased minimum-variance state estimation for linear systems with unknown input
From MaRDI portal
Publication:1012876
DOI10.1016/j.automatica.2008.08.009zbMath1158.93415OpenAlexW2049789198MaRDI QIDQ1012876
Hao Ye, Yue Cheng, Dong Hua Zhou, Yong-Qiang Wang
Publication date: 23 April 2009
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2008.08.009
Related Items
The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares, Event-based state estimation of linear dynamic systems with unknown exogenous inputs, Simultaneous input and state estimation for nonlinear systems with applications to flow field estimation, On distributed fusion estimation with stochastic scheduling over sensor networks, Unbiased information filtering for systems with missing measurement based on disturbance estimation, Event-based input and state estimation for linear discrete time-varying systems, Optimal discrete-time unbiased filtering for systems with unknown inputs, Adaptive modified input and state estimation for linear discrete-time system with unknown inputs, Framework for state and unknown input estimation of linear time-varying systems, On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs, Unbiased minimum-variance input and state estimation for systems with unknown inputs: a system reformation approach, Infinity augmented state Kalman filter and its application in unknown input and state estimation, State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels, A Kalman-filtering derivation of input and state estimation for linear discrete-time systems with direct feedthrough, A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems, An internal model approach to estimation of systems with arbitrary unknown inputs, Filtering for systems subject to unknown inputs without a priori initial information, Event-triggered robust state estimation for systems with unknown exogenous inputs, Distributed consensus-based estimation with unknown inputs and random link failures, Optimal filtering for systems with unknown inputs via the descriptor Kalman filtering method, Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs, State estimation for descriptor systems via the unknown input filtering method, Distributed simultaneous estimation of states and unknown inputs, Novel optimal recursive filter for state and fault estimation of linear stochastic systems with unknown disturbances, Optimal state filter from sequential unknown input reconstruction: Application to distributed state filtering, A framework for globally optimal state estimation for systems with unknown inputs (I): transformation approach, A Framework for Globally Optimal State Estimation for Systems with Unknown Inputs (II): Untrammeled Approach, Unbiased minimum-variance filter for state and fault estimation of linear time-varying systems with unknown disturbances, Unbiased steady minimum-variance estimation for systems with measurement-delay and unknown inputs, On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs, Unknown input and state estimation for linear discrete-time systems with missing measurements and correlated noises, Kalman filtering under unknown inputs and norm constraints, Distributed filtering for nonlinear systems under false data injection attack
Cites Work
- Unbiased minimum-variance input and state estimation for linear discrete-time systems
- Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough
- Unbiased minimum-variance linear state estimation
- Unbiased minimum variance estimation for systems with unknown exogenous inputs
- Extension of minimum variance estimation for systems with unknown inputs.
- Robust two-stage Kalman filters for systems with unknown inputs
- Generalized likelihood ratio approach for fault detection in linear dynamic stochastic systems with unknown inputs
- Separate bias Kalman estimator with bias state noise
- On the optimality of recursive unbiased state estimation with unknown inputs