Intermediate‐variable‐based Kalman filter for linear time‐varying systems with unknown inputs
From MaRDI portal
Publication:6092331
DOI10.1002/rnc.5937OpenAlexW4200341312MaRDI QIDQ6092331
Tongxiang Li, L. Yu, Jing Zhou, Bo Chen
Publication date: 23 November 2023
Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/rnc.5937
Cites Work
- Strong detectability and observers
- 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
- A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
- Unbiased minimum-variance linear state estimation
- Input observability and input reconstruction
- Two-stage Kalman estimator with unknown exogenous inputs
- Unbiased minimum variance estimation for systems with unknown exogenous inputs
- Observer-based fault estimation and tolerant control for stochastic Takagi-Sugeno fuzzy systems with Brownian parameter perturbations
- Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs
- Robust two-stage Kalman filters for systems with unknown inputs
- Fault Estimation for a Class of Nonlinear Systems Based on Intermediate Estimator
- Full-order observers for linear systems with unknown inputs
- Optimal solution of the two-stage Kalman estimator
- State observers for discrete-time linear systems with unknown inputs
- Networked Fusion Estimation With Bounded Noises
- Distributed Estimation and Control for Discrete Time-Varying Interconnected Systems
- On Unknown Input Observers of Linear Systems: Asymptotic Unknown Input Decoupling Approach
- Robust fault and icing diagnosis in unmanned aerial vehicles using LPV interval observers
- Fault detection and estimation for a class of PIDE systems based on boundary observers
- Adaptive two‐stage Kalman filter in the presence of unknown random bias
- Observers for linear systems with unknown inputs
- State estimation for linear hybrid systems with periodic jumps and unknown inputs
This page was built for publication: Intermediate‐variable‐based Kalman filter for linear time‐varying systems with unknown inputs