State estimation with partially observed inputs: a unified Kalman filtering approach
DOI10.1016/J.AUTOMATICA.2012.12.007zbMATH Open1269.93113OpenAlexW1972786320MaRDI QIDQ357567FDOQ357567
Authors: Baibing Li 
Publication date: 30 July 2013
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://dspace.lboro.ac.uk/2134/12188
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- Improved input and state estimation for linear stochastic systems with direct feedthrough
- Adaptive modified input and state estimation for linear discrete-time system with unknown inputs
- A Generalization of the Kalman Filter for Models With State-Dependent Observation Variance
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- Boolean Kalman filter and smoother under model uncertainty
- On distributed fusion estimation with stochastic scheduling over sensor networks
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- Distributed consensus-based estimation with unknown inputs and random link failures
- Recursive parameter identification of the dynamical models for bilinear state space systems
- Unknown source in spatially distributed systems: identifiability analysis and estimation
- On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs
- On the equivalence between the unbiased minimum-variance estimation and the infinity augmented Kalman filter
- Event-triggered robust state estimation for systems with unknown exogenous inputs
- Simultaneous input and state estimation: from a unified least-squares perspective
- Recursive and iterative least squares parameter estimation algorithms for observability canonical state space systems
- A limit Kalman filter and smoother for systems with unknown inputs
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- Treatment of noisily observed forcing in state estimation
- Unbiased minimum variance estimation for discrete-time systems with measurement delay and unknown measurement disturbance
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