Optimal filtering for systems with unknown inputs via the descriptor Kalman filtering method
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Publication:642650
DOI10.1016/j.automatica.2011.08.012zbMath1228.93119MaRDI QIDQ642650
Publication date: 27 October 2011
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2011.08.012
maximum likelihood estimation; unknown inputs; descriptor Kalman filtering; globally optimal filtering; unbiased minimum-variance filter
93E11: Filtering in stochastic control theory
93E10: Estimation and detection in stochastic control theory
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