State estimation with partially observed inputs: a unified Kalman filtering approach
From MaRDI portal
Publication:357567
DOI10.1016/j.automatica.2012.12.007zbMath1269.93113OpenAlexW1972786320MaRDI 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 estimationstate space modelsKalman filtersBayesian inferencedata aggregationGaussian noisesinput observabilityminimum-mean-square-error estimator
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)
Related Items (11)
Event-based state estimation of linear dynamic systems with unknown exogenous inputs ⋮ On distributed fusion estimation with stochastic scheduling over sensor networks ⋮ 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 ⋮ Recursive parameter identification of the dynamical models for bilinear state space systems ⋮ Event-triggered robust state estimation for systems with unknown exogenous inputs ⋮ Distributed consensus-based estimation with unknown inputs and random link failures ⋮ Unbiased minimum variance estimation for discrete-time systems with measurement delay and unknown measurement disturbance ⋮ Recursive and iterative least squares parameter estimation algorithms for observability canonical state space systems ⋮ On the equivalence between the unbiased minimum-variance estimation and the infinity augmented Kalman filter ⋮ Unknown source in spatially distributed systems: identifiability analysis and estimation
This page was built for publication: State estimation with partially observed inputs: a unified Kalman filtering approach