Two-stage Kalman estimator with unknown exogenous inputs
From MaRDI portal
Publication:1295101
DOI10.1016/S0005-1098(98)00194-0zbMATH Open0937.93049WikidataQ127642388 ScholiaQ127642388MaRDI QIDQ1295101FDOQ1295101
Authors: Jean-Yves Keller, Mohamed Darouach
Publication date: 23 May 2000
Published in: Automatica (Search for Journal in Brave)
Recommendations
- Robust two-stage Kalman filters for systems with unknown inputs
- Extension of Friedland's bias filtering technique to discrete-time systems with unknown inputs
- Optimal two-stage Kalman filter in the presence of random bias
- Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs
- On the optimality of two-stage state estimation in the presence of random bias
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)
Cited In (21)
- Design of an extended unknown input observer with stochastic robustness techniques and evolutionary algorithms
- Estimating unbounded unknown inputs in nonlinear systems
- Robust unknown input observer for state and fault estimation in discrete-time Takagi-Sugeno systems
- Robust filtering for state and fault estimation of linear stochastic systems with unknown disturbance
- Title not available (Why is that?)
- Robust two-stage Kalman filters for systems with unknown inputs
- Two-stage exogenous Kalman filter for time-varying fault estimation of satellite attitude control system
- Selected Estimation Strategies for Fault Diagnosis of Nonlinear Systems
- Fault estimation based on ensemble unscented Kalman filter for a class of nonlinear systems with multiplicative fault
- Two-stage bias correction estimators based on generalized partitioning estimation method†
- Design of an Adaptive Sensor and Actuator Fault Estimation Scheme with a Quadratic Boundedness Approach
- Optimal discrete-time unbiased filtering for systems with unknown inputs
- On the optimality of two-stage state estimation in the presence of random bias
- An LMI approach to robust fault estimation for a class of nonlinear systems
- Unbiased minimum-variance filter for state and fault estimation of linear time-varying systems with unknown disturbances
- The stability analysis of the adaptive two-stage Kalman filter
- Quadratic Boundedness-Based Robust Time-Varying Sensor and Actuator Fault Estimation
- Speed and rotor flux estimation of induction machines using a two-stage extended Kalman filter
- Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs
- A limit Kalman filter and smoother for systems with unknown inputs
- Intermediate‐variable‐based Kalman filter for linear time‐varying systems with unknown inputs
This page was built for publication: Two-stage Kalman estimator with unknown exogenous inputs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1295101)