Unbiased information filtering for systems with missing measurement based on disturbance estimation
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disturbance estimationlinear discrete-time systemsmissing measurement systemsstochastic stabilityunbiased information filtering
Design techniques (robust design, computer-aided design, etc.) (93B51) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Stochastic stability in control theory (93E15)
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Cites work
- A Class of Stable Square-Root Nonlinear Information Filters
- Array algorithms for H/sup ∞/ estimation
- Distributed Filtering for a Class of Time-Varying Systems Over Sensor Networks With Quantization Errors and Successive Packet Dropouts
- Extended Kalman filtering with stochastic nonlinearities and multiple missing measurements
- Extension of minimum variance estimation for systems with unknown inputs.
- Finite-Horizon $H_{\infty} $ Filtering With Missing Measurements and Quantization Effects
- Finite-horizon estimation of randomly occurring faults for a class of nonlinear time-varying systems
- Generalized likelihood ratio approach for fault detection in linear dynamic stochastic systems with unknown inputs
- scientific article; zbMATH DE number 1517356 (Why is no real title available?)
- Initial alignment for nonlinear inertial navigation systems with multiple disturbances based on enhanced anti-disturbance filtering
- Kalman Filtering With Intermittent Observations
- On Nonlinear $H_{\infty }$ Filtering for Discrete-Time Stochastic Systems With Missing Measurements
- Optimal filtering and robust fault diagnosis of stochastic systems with unknown disturbances
- Robust H/sub /spl infin// filtering for stochastic time-delay systems with missing measurements
- Robust state estimation for jump Markov linear systems with missing measurements
- Robust two-stage Kalman filters for systems with unknown inputs
- Stochastic stability of the discrete-time extended Kalman filter
- Stochastic Stability of the Extended Kalman Filter With Intermittent Observations
- Stochastic stability of the unscented Kalman filter with intermittent observations
- Unbiased minimum variance estimation for systems with unknown exogenous inputs
- Unbiased minimum-variance input and state estimation for linear discrete-time systems
- Unbiased minimum-variance linear state estimation
- Unbiased minimum-variance state estimation for linear systems with unknown input
- Variance-constrained filtering for uncertain stochastic systems with missing measurements
Cited in
(4)- A novel two-stage estimation algorithm for nonlinear Hammerstein-Wiener systems from noisy input and output data
- Robust particle filtering with enhanced outlier resilience and real-time disturbance compensation
- Maximum likelihood based identification methods for rational models
- Improved input and state estimation for linear stochastic systems with direct feedthrough
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