Simultaneous input and state estimation with multi-step delay for linear stochastic systems based on infinity filtering and smoothing
From MaRDI portal
Publication:6540844
Recommendations
- Simultaneous unknown input and state estimation for the linear system with a rank-deficient distribution matrix
- Simultaneous input and state estimation for stochastic nonlinear systems with additive unknown inputs
- A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
- A Kalman-filtering derivation of input and state estimation for linear discrete-time systems with direct feedthrough
- Infinity augmented state Kalman filter and its application in unknown input and state estimation
Cites work
- scientific article; zbMATH DE number 53576 (Why is no real title available?)
- A Kalman-filtering derivation of simultaneous input and state estimation
- A framework for globally optimal state estimation for systems with unknown inputs. II: Untrammeled approach
- A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
- Actuator fault estimation for discrete-time switched systems with finite-frequency
- Extension of minimum variance estimation for systems with unknown inputs.
- H-Infinity Kalman Estimation for Rectangular Descriptor Systems With Unknown Inputs
- Infinity augmented state Kalman filter and its application in unknown input and state estimation
- On interval observer design for active fault tolerant control of linear parameter-varying systems
- On the equivalence between the unbiased minimum-variance estimation and the infinity augmented Kalman filter
- On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs
- Optimal two-stage Kalman filter in the presence of random bias
- Robust two-stage Kalman filters for systems with unknown inputs
- Simultaneous Input and State Estimation for Linear Time-Varying Continuous-Time Stochastic Systems
- Simultaneous input \& state estimation, singular filtering and stability
- Simultaneous input and state estimation for nonlinear systems with applications to flow field estimation
- The noise covariances of linear Gaussian systems with unknown inputs are not uniquely identifiable using autocovariance least-squares
- Time-distributed multi-step delayed input and state estimation
- Unbiased minimum variance estimation for systems with unknown exogenous 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
- Unbiased minimum-variance input and state estimation for systems with unknown inputs: a system reformation approach
- Unbiased minimum-variance linear state estimation
- Unbiased minimum-variance state estimation for linear systems with unknown input
Cited in
(1)
This page was built for publication: Simultaneous input and state estimation with multi-step delay for linear stochastic systems based on infinity filtering and smoothing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6540844)
