Two-stage Kalman estimator with unknown exogenous inputs

DOI10.1016/S0005-1098(98)00194-0MaRDI QIDQ1295101zbMATHWikidataFDO

Authors Jean-Yves Keller, Mohamed Darouach

Publication date 23 May 2000

Published in Automatica (Search for Journal in Brave)

zbMATH Keywords

Kalman filterestimationminimum varianceunknown disturbancebias filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

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Cited in

(22)

• Two-stage approach to state and force estimation in rigid-link multibody systems
• Optimal discrete-time unbiased filtering for systems with unknown inputs
• Selected estimation strategies for fault diagnosis of nonlinear systems
• Design of an adaptive sensor and actuator fault estimation scheme with a quadratic boundedness approach
• An LMI approach to robust fault estimation for a class of nonlinear systems
• Two-stage exogenous Kalman filter for time-varying fault estimation of satellite attitude control system
• Speed and rotor flux estimation of induction machines using a two-stage extended Kalman filter
• Intermediate‐variable‐based Kalman filter for linear time‐varying systems with unknown inputs
• The stability analysis of the adaptive two-stage Kalman filter
• Robust unknown input observer for state and fault estimation in discrete-time Takagi-Sugeno systems
• On the optimality of two-stage state estimation in the presence of random bias
• Fault estimation based on ensemble unscented Kalman filter for a class of nonlinear systems with multiplicative fault
• Robust filtering for state and fault estimation of linear stochastic systems with unknown disturbance
• A limit Kalman filter and smoother for systems with unknown inputs
• Robust two-stage Kalman filters for systems with unknown inputs
• Quadratic boundedness-based robust time-varying sensor and actuator fault estimation
• scientific article; zbMATH DE number 1874320 (Why is no real title available?)
• Two-stage bias correction estimators based on generalized partitioning estimation method†
• Design of an extended unknown input observer with stochastic robustness techniques and evolutionary algorithms
• Estimating unbounded unknown inputs in nonlinear systems
• Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs
• Unbiased minimum-variance filter for state and fault estimation of linear time-varying systems with unknown disturbances

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