State estimation with partially observed inputs: a unified Kalman filtering approach
From MaRDI portal
(Redirected from Publication:357567)
Recommendations
- On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs
- A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
- A stochastic unknown input realization and filtering technique
- Robust two-stage Kalman filters for systems with unknown inputs
- Unbiased minimum-variance input and state estimation for linear discrete-time systems
Cited in
(22)- On distributed fusion estimation with stochastic scheduling over sensor networks
- Adaptive modified input and state estimation for linear discrete-time system with unknown inputs
- Unknown source in spatially distributed systems: identifiability analysis and estimation
- 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
- Event-based state estimation of linear dynamic systems with unknown exogenous inputs
- On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs
- Treatment of noisily observed forcing in state estimation
- Event-triggered robust state estimation for systems with unknown exogenous inputs
- scientific article; zbMATH DE number 2233620 (Why is no real title available?)
- A Kalman filter with intermittent observations and reconstruction of data losses
- Boolean Kalman filter and smoother under model uncertainty
- Improved input and state estimation for linear stochastic systems with direct feedthrough
- Unbiased minimum variance estimation for discrete-time systems with measurement delay and unknown measurement disturbance
- A limit Kalman filter and smoother for systems with unknown inputs
- Recursive parameter identification of the dynamical models for bilinear state space systems
- A Kalman-filtering derivation of simultaneous input and state estimation
- An iterative augmented unscented Kalman particle filter for simultaneous state-parameter-input estimation for structural systems subjected to gamma-distribution noise
- On the equivalence between the unbiased minimum-variance estimation and the infinity augmented Kalman filter
- Distributed consensus-based estimation with unknown inputs and random link failures
- Prior knowledge processing for initial state of Kalman filter
- A Generalization of the Kalman Filter for Models With State-Dependent Observation Variance
This page was built for publication: State estimation with partially observed inputs: a unified Kalman filtering approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q357567)