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

DOI10.1016/J.AUTOMATICA.2021.109793zbMATH Open1478.93731OpenAlexW3179249544MaRDI QIDQ2665645FDOQ2665645

Qing-Hua Zhang, Bernard Delyon

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)

Cites Work

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• Unbiased minimum-variance linear state estimation
• Full-order observers for linear systems with unknown inputs
• On the optimality of recursive unbiased state estimation with unknown inputs
• Observers for linear systems with unknown inputs

Cited In (1)

• Simultaneous input and state estimation: from a unified least-squares perspective

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