Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs
DOI10.1016/j.jfranklin.2012.05.004zbMath1287.93090MaRDI QIDQ2450315
José Ragot, Fayçal Ben Hmida, Karim Khémiri, Moncef Gossa
Publication date: 20 May 2014
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2012.05.004
unbiased minimum-variance estimation; augmented state Kalman filter (ASKF); linear stochastic discrete-time varying systems; optimal three-stage Kalman filter (OThSKF); robust three-stage Kalman filter (RThSKF)
93E11: Filtering in stochastic control theory
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
93E03: Stochastic systems in control theory (general)
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