Optimal discrete-time unbiased filtering for systems with unknown inputs
From MaRDI portal
Publication:2169796
DOI10.1016/j.sysconle.2022.105305zbMath1498.93727OpenAlexW4284883022MaRDI QIDQ2169796
Mohamed Darouach, Tyrone Fernando
Publication date: 30 August 2022
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2022.105305
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) (H^infty)-control (93B36) Linear systems in control theory (93C05)
Related Items
Cites Work
- Unnamed Item
- Unbiased minimum-variance state estimation for linear systems with unknown input
- Unbiased minimum-variance linear state estimation
- Singular control systems
- Optimal unbiased filtering via linear matrix inequalities
- Two-stage Kalman estimator with unknown exogenous inputs
- Unbiased minimum variance estimation for systems with unknown exogenous inputs
- Extension of minimum variance estimation for systems with unknown inputs.
- Novel bounded real lemma for discrete-time descriptor systems: application to \(H_\infty\) control design
- New bounded real lemma for discrete-time singular systems
- Robust control and filtering of singular systems.
- Full-order observers for linear systems with unknown inputs
- State observers for discrete-time linear systems with unknown inputs
- Existence and design of functional observers for linear systems
- Functional Observability and the Design of Minimum Order Linear Functional Observers
- ${\mathcal H}_{\infty }$ Functional Filtering for Linear Systems With Unknown Inputs
- On the Existence and Design of Functional Observers
- Padé approximation of theS-matrix as a way of locating quantum resonances and bound states
- On the optimality of recursive unbiased state estimation with unknown inputs
