Unbiased minimum variance estimation for systems with unknown exogenous inputs

DOI10.1016/S0005-1098(96)00217-8zbMath0874.93086OpenAlexW1970227820MaRDI QIDQ1361341

Mohamed Darouach, Michel Zasadzinski

Publication date: 23 July 1997

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(96)00217-8

zbMATH Keywords

stability filtering minimum variance unknown disturbance

Mathematics Subject Classification ID

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

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