Optimal filtering for systems with unknown inputs via the descriptor Kalman filtering method

DOI10.1016/J.AUTOMATICA.2011.08.012zbMATH Open1228.93119OpenAlexW1976192743MaRDI QIDQ642650FDOQ642650

Authors: Chien-Shu Hsieh 

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

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zbMATH Keywords

maximum likelihood estimationunknown inputsdescriptor Kalman filteringglobally optimal filteringunbiased minimum-variance filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Unbiased minimum-variance state estimation for linear systems with unknown input
• 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.
• 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
• State observers for discrete-time linear systems with unknown inputs
• Kalman filtering and Riccati equations for descriptor systems
• Optimal filtering and robust fault diagnosis of stochastic systems with unknown disturbances
• Kalman filtering for general discrete-time linear systems
• Optimal filtering for systems with unknown inputs
• Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs
• Robust two-stage Kalman filters for systems with unknown inputs
• State estimation of stochastic singular linear systems
• Optimal recursive estimation for discrete-time descriptor systems
• On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs
• Optimal filtering in stochastic discrete-time systems with unknown inputs
• Optimal solution of the two-stage Kalman estimator
• Separate bias Kalman estimator with bias state noise
• The Unified Structure of Unbiased Minimum-Variance Reduced-Order Filters

Cited In (13)

• State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels
• A framework for globally optimal state estimation for systems with unknown inputs. I: Transformation approach
• Simultaneous input and state estimation for nonlinear systems with applications to flow field estimation
• Globally optimal sequential and distributed fusion state estimation for multi-sensor systems with cross-correlated noises
• A framework for globally optimal state estimation for systems with unknown inputs. II: Untrammeled approach
• Robust deterministic least-squares filtering for uncertain time-varying nonlinear systems with unknown inputs
• Distributed consensus-based estimation with unknown inputs and random link failures
• On the optimality of the Kitanidis filter for state estimation rejecting unknown inputs
• Square-root Kalman filtering of descriptor systems
• On existence, optimality and asymptotic stability of the Kalman filter with partially observed inputs
• State estimation for descriptor systems via the unknown input filtering method
• Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs
• The missile guidance estimation using extended Kalman filter-unknown input-without direct feedthrough (EKF-UI-WDF) method

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