State estimation with partially observed inputs: a unified Kalman filtering approach
From MaRDI portal
Publication:357567
DOI10.1016/j.automatica.2012.12.007zbMath1269.93113MaRDI QIDQ357567
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
state estimation; state space models; Kalman filters; Bayesian inference; data aggregation; Gaussian noises; input observability; minimum-mean-square-error estimator
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
Related Items
Event-based state estimation of linear dynamic systems with unknown exogenous inputs, Recursive parameter identification of the dynamical models for bilinear state space systems, Unbiased minimum variance estimation for discrete-time systems with measurement delay and unknown measurement disturbance, Unknown source in spatially distributed systems: identifiability analysis and estimation, On distributed fusion estimation with stochastic scheduling over sensor networks, Event-triggered robust state estimation for systems with unknown exogenous inputs, Distributed consensus-based estimation with unknown inputs and random link failures, Recursive and iterative least squares parameter estimation algorithms for observability canonical state space systems, Adaptive modified input and state estimation for linear discrete-time system with unknown inputs, 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