The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares
From MaRDI portal
Publication:2124495
DOI10.1016/j.sysconle.2022.105172zbMath1485.93589arXiv2202.04963OpenAlexW4220854519MaRDI QIDQ2124495
Publication date: 11 April 2022
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2202.04963
Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)
Related Items
Noise covariance estimation via autocovariance least-squares with deadbeat filters, Coherent strong observers for a class of linear quantum stochastic systems with unknown inputs
Cites Work
- Smoothed state estimates under abrupt changes using sum-of-norms regularization
- Fault tolerant control allocation using unknown input observers
- A counterexample to the uniqueness of the asymptotic estimate in ARMAX model identification via the correlation approach
- Noise covariance identification for nonlinear systems using expectation maximization and moving horizon estimation
- An optimization approach to adaptive Kalman filtering
- Improved estimation performance using known linear constraints
- Strong detectability and observers
- Unbiased minimum-variance input and state estimation for linear discrete-time systems
- Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough
- A stochastic unknown input realization and filtering technique
- A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
- Estimation of the disturbance structure from data using semidefinite programming and optimal weighting
- Unbiased minimum-variance state estimation for linear systems with unknown input
- Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs
- Extension of minimum variance estimation for systems with unknown inputs.
- Metamorphic moving horizon estimation
- Suboptimal receding horizon estimation via noise blocking
- On the asymptotic stability of minimum-variance unbiased input and state estimation
- Can errors-in-variables systems be identified from closed-loop experiments?
- Kalman filtering under unknown inputs and norm constraints
- Defensive deception against reactive jamming attacks in remote state estimation
- Filtering for systems subject to unknown inputs without a priori initial information
- Identification of affinely parameterized state-space models with unknown inputs
- Implementation of algorithms for tuning parameters in regularized least squares problems in system identification
- On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs
- A new autocovariance least-squares method for estimating noise covariances
- Interference game for intelligent sensors in cyber-physical systems
- Dwell-Time-Based Observer Design for Unknown Input Switched Linear Systems Without Requiring Strong Detectability of Subsystems
- Noise covariance matrices in state‐space models: A survey and comparison of estimation methods—Part I
- Moving horizon estimation: Open problems, theoretical progress, and new application perspectives
- Characterization and Identification of Matrix Fraction Descriptions for LTI Systems
- Noise covariance identification for time-varying and nonlinear systems
- On non-linear unknown input observers–applied to lateral vehicle velocity estimation on banked roads
- Moving Horizon Estimation With Unknown Inputs Under Dynamic Quantization Effects
- An Unknown Input Multiobserver Approach for Estimation and Control Under Adversarial Attacks
- Constrained linear state estimation -- a moving horizon approach
