A robust estimator for stochastic systems under unknown persistent excitation

DOI10.1016/J.AUTOMATICA.2015.10.006MaRDI QIDQ901192zbMATH OpenOpenAlexFDO

Authors Jemin George

Publication date 23 December 2015

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2015.10.006

zbMATH Keywords

Kalman filterstochastic systemsrobust estimatorunknown input observerunbiased minimum-variance filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10)

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Cites work

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• Robust Kalman filtering for uncertain discrete-time systems
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• Stochastic processes and filtering theory
• Stochastic stability of the discrete-time extended Kalman filter
• Unbiased minimum variance estimation for systems with unknown exogenous inputs
• Unbiased minimum-variance linear state estimation

Cited in

(3)

• Estimator design of switched linear systems under unknown persistent excitation
• Quasi-sliding mode control for discrete-time uncertain systems with time-varying delay and stochastic disturbance
• Robust, exponentially fast state estimator for some non-linear stochastic systems

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