Extension of minimum variance estimation for systems with unknown inputs.

DOI10.1016/S0005-1098(03)00006-2zbMath1036.93058OpenAlexW2057288362MaRDI QIDQ1400323

Michel Zasadzinski, Mohamed Boutayeb, Mohamed Darouach

Publication date: 13 August 2003

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(03)00006-2

zbMATH Keywords

stabilityconvergencelinear time-varying systemsunbiased estimatorsunknown inputsminimum variance filternoise-estimation error correlation

Mathematics Subject Classification ID

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

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