A robust estimator for stochastic systems under unknown persistent excitation
DOI10.1016/J.AUTOMATICA.2015.10.006zbMATH Open1329.93134OpenAlexW2122883357MaRDI QIDQ901192FDOQ901192
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
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- scientific article; zbMATH DE number 2117032
Kalman filterstochastic systemsrobust estimatorunknown input observerunbiased minimum-variance filter
Filtering in stochastic control theory (93E11) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10)
Cites Work
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- Stochastic stability of the discrete-time extended Kalman filter
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- Unbiased minimum-variance linear state estimation
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- Full-order observers for linear systems with unknown inputs
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- Delayed Observers for Linear Systems With Unknown Inputs
- Robust two-stage Kalman filters for systems with unknown inputs
- Robust H/sub 2//H/sub ∞/-state estimation for systems with error variance constraints: the continuous-time case
- Recursive state estimation for uncertain systems with an integral quadratic constraint
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