Unbiased minimum variance estimation for systems with unknown exogenous inputs

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)

Cites Work

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Unbiased minimum-variance linear state estimation
Full-order observers for linear systems with unknown inputs
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Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
Separate bias Kalman estimator with bias state noise
Extension of Friedland's separate-bias estimation to randomly time-varying bias of nonlinear systems

Cited In (68)

Deep subspace encoders for nonlinear system identification
Improved input and state estimation for linear stochastic systems with direct feedthrough
State estimation for linear discrete systems with unknown input using compensations
Deception attack monitoring in vulnerable hydroelectric generator system
Unbiased state and fault estimation for discrete-time complex networks with time delays
Parity equations-based unknown input reconstruction for MIMO stochastic systems with an application
Equivalence of recursive three-step filter and infinity augmented Kalman filter for linear discrete-time stochastic systems with direct feedthrough
Event‐based joint estimation for unknown inputs and states: A distributed recursive filtering method
Infinity augmented state Kalman filter and its application in unknown input and state estimation
Smoothed estimation of unknown inputs and states in dynamic systems with application to oceanic flow field reconstruction
Simultaneous input and state estimation: from a unified least-squares perspective
Simultaneous input and state estimation with multi-step delay for linear stochastic systems based on infinity filtering and smoothing
A limit Kalman filter and smoother for systems with unknown inputs
A Kalman-filtering derivation of input and state estimation for linear discrete-time systems with direct feedthrough
Intermediate‐variable‐based Kalman filter for linear time‐varying systems with unknown inputs
Transfer functions of optimum filters of different dynamic orders for discrete systems
Unknown input observer for linear non-minimum phase systems
State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels
Dynamic identification of boundary conditions for convection-diffusion transport model in the case of noisy measurements
Simultaneous input and state estimation for nonlinear systems with applications to flow field estimation
A Framework for Globally Optimal State Estimation for Systems with Unknown Inputs (II): Untrammeled Approach
Adaptive modified input and state estimation for linear discrete-time system with unknown inputs
An unknown input extended Kalman filter for nonlinear stochastic systems
Event-based state estimation of linear dynamic systems with unknown exogenous inputs
A Kalman filter with intermittent observations and reconstruction of data losses
Unknown input and state estimation for linear discrete-time systems with missing measurements and correlated noises
Robust filtering for state and fault estimation of linear stochastic systems with unknown disturbance
Adaptive observers for linear stochastic time‐variant systems with disturbances
Selected Estimation Strategies for Fault Diagnosis of Nonlinear Systems
An internal model approach to estimation of systems with arbitrary unknown inputs
On the optimality of recursive unbiased state estimation with unknown inputs
Deadbeat unknown-input state estimation and input reconstruction for linear discrete-time systems
Medium access scheduling for input reconstruction under deception attacks
Framework for state and unknown input estimation of linear time-varying systems
Unbiased minimum-variance input and state estimation for linear discrete-time systems
Unbiased minimum-variance state estimation for linear systems with unknown input
Estimation of systems with statistically-constrained inputs
Extension of minimum variance estimation for systems with unknown inputs.
Unbiased steady minimum-variance estimation for systems with measurement-delay and unknown inputs
Optimal discrete-time unbiased filtering for systems with unknown inputs
Delayed unknown input observers for discrete-time linear systems with guaranteed performance
Unbiased information filtering for systems with missing measurement based on disturbance estimation
On the asymptotic stability of minimum-variance unbiased input and state estimation
Kalman filtering under unknown inputs and norm constraints
Fault Detection for Nonlinear Systems with Unknown Input
A robust estimator for stochastic systems under unknown persistent excitation
A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
State filtering for networked control systems subject to switching disturbances
Event-based input and state estimation for linear discrete time-varying systems
Online state and input force estimation for multibody models employing extended Kalman filtering
On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs
On the equivalence between the unbiased minimum-variance estimation and the infinity augmented Kalman filter
Event-triggered robust state estimation for systems with unknown exogenous inputs
State estimation for descriptor systems via the unknown input filtering method
Optimal filtering for systems with unknown inputs via the descriptor Kalman filtering method
A framework for globally optimal state estimation for systems with unknown inputs (I): transformation approach
Filtering for systems subject to unknown inputs without a priori initial information
Minimum variance constrained estimator
On stable simultaneous input and state estimation for discrete-time linear systems
On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs
Simultaneous input and state estimation for stochastic nonlinear systems with additive unknown inputs
Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs
Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs
Novel optimal recursive filter for state and fault estimation of linear stochastic systems with unknown disturbances
Input reconstruction for networked control systems subject to deception attacks and data losses on control signals
Optimal state filter from sequential unknown input reconstruction: Application to distributed state filtering
Two-stage information filters for single and multiple sensors, and their square-root versions
Unbiased minimum variance estimation for discrete-time systems with measurement delay and unknown measurement disturbance

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