A maximum likelihood estimator for switching linear systems with unknown inputs

DOI10.1016/j.automatica.2019.07.003MaRDI QIDQ6119716

Vincent Vigneron, Luc Meyer, Dalil Ichalal

Publication date: 20 February 2024

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

state estimationswitching systemsdiscrete-time systemunknown inputminimum variance estimation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Cites Work

• A maximum-likelihood Kalman filter for switching discrete-time linear systems
• Extension of minimum variance estimation for systems with unknown inputs.
• High-order sliding mode observers for nonlinear autonomous switched systems with unknown inputs
• Luenberger observers for switching discrete-time linear systems
• Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
• Receding-horizon estimation for switching discrete-time linear systems

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