Equivalence of recursive three-step filter and infinity augmented Kalman filter for linear discrete-time stochastic systems with direct feedthrough
DOI10.1049/IET-CTA.2019.1387zbMATH Open1542.9339MaRDI QIDQ6609032FDOQ6609032
Authors: Bo Ding, Tianping Zhang 
Publication date: 20 September 2024
Published in: IET Control Theory \& Applications (Search for Journal in Brave)
linear systemsstate estimationKalman filtersstochastic systemsfiltering theorydiscrete time systemsprocess noiseexogenous inputdirect feedthroughlinear discrete-time stochastic systemsAKFaugment Kalman filterinput approaches infinitythree-step filter method
Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55)
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
- On the asymptotic stability of minimum-variance unbiased input and state estimation
- 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
- Robust two-stage Kalman filters for systems with unknown inputs
- On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs
- Parametric circular eigenvalue assignment for descriptor systems via state feedback
- A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems
- A framework for globally optimal state estimation for systems with unknown inputs. II: Untrammeled approach
- On the equivalence between the unbiased minimum-variance estimation and the infinity augmented Kalman filter
- A Kalman-filtering derivation of simultaneous input and state estimation
- Saturated fault tolerant control based on partially decoupled unknown-input observer: a new integrated design strategy
This page was built for publication: Equivalence of recursive three-step filter and infinity augmented Kalman filter for linear discrete-time stochastic systems with direct feedthrough
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6609032)
