On the optimality of the Kitanidis filter for state estimation rejecting unknown inputs

DOI10.1016/J.AUTOMATICA.2021.109793MaRDI QIDQ2665645zbMATH OpenOpenAlexFDO

Authors Bernard Delyon, Qing-Hua Zhang

Publication date 19 November 2021

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://hal.inria.fr/hal-03041232v2/file/kitanidis_optimality.pdf

zbMATH Keywords

Kalman filterdisturbance rejectionunknown input observeroptimal state estimationtime varying system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 1260395 (Why is no real title available?)
• scientific article; zbMATH DE number 810021 (Why is no real title available?)
• Full-order observers for linear systems with unknown inputs
• Observers for linear systems with unknown inputs
• On the optimality of recursive unbiased state estimation with unknown inputs
• Unbiased minimum-variance linear state estimation

Cited in

(4)

• Simultaneous input and state estimation: from a unified least-squares perspective
• A limit Kalman filter and smoother for systems with unknown inputs
• Optimal state filter from sequential unknown input reconstruction: application to distributed state filtering
• Kalman filtering under unknown inputs and norm constraints

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