State estimation for descriptor systems via the unknown input filtering method
From MaRDI portal
Publication:490574
DOI10.1016/j.automatica.2013.01.049zbMath1319.93074MaRDI QIDQ490574
Publication date: 27 August 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2013.01.049
descriptor Kalman filtering; minimum-variance estimation; robust state estimation; unbiased state estimation; unknown input filtering
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
Related Items
WMF self-tuning Kalman estimators for multisensor singular system, Robust fusion filter for multisensor descriptor system with uncertain‐variance noises and packet dropout, Fusion filtering for rectangular descriptor systems with stochastic bias and random observation delays under weighted try-once-discard protocol, Distributed fusion robust filter for multisensor networked singular control system with uncertain variances and missing measurement, An auxiliary model based least squares algorithm for a dual-rate state space system with time-delay using the data filtering, Unbiased minimum-variance input and state estimation for systems with unknown inputs: a system reformation approach, Set-membership approach and Kalman observer based on zonotopes for discrete-time descriptor systems, Interval estimation of state and unknown input for linear discrete-time 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, Distributed fusion robust estimators for multisensor networked singular control system with uncertain-variance correlated noises and missing measurement, Distributed optimal fusion filtering for singular systems with random transmission delays and packet dropout compensations, Extended fractional singular Kalman filter, Weighted measurement fusion Kalman estimator for multisensor descriptor system
Cites Work
- Optimal filtering for systems with unknown inputs via the descriptor Kalman filtering method
- Unbiased minimum-variance input and state estimation for linear discrete-time systems
- Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough
- On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs
- Unbiased minimum-variance state estimation for linear systems with unknown input
- Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs
- Unbiased minimum-variance linear state estimation
- Unbiased minimum variance estimation for systems with unknown exogenous inputs
- Extension of minimum variance estimation for systems with unknown inputs.
- Robust two-stage Kalman filters for systems with unknown inputs
- A generalized state-space for singular systems
- Kalman filtering and Riccati equations for descriptor systems
- Dynamic equations in descriptor form
- Connection between the three-block generalized Riccati equation and the standard Riccati equation
- Optimal filtering for systems with unknown inputs
- State estimation of stochastic singular linear systems
- Kalman filtering with unknown inputs via optimal state estimation of singular systems
- Optimal recursive estimation for discrete-time descriptor systems
