Unbiased minimum variance estimation for systems with unknown exogenous inputs

DOI10.1016/S0005-1098(96)00217-8MaRDI QIDQ1361341zbMATH OpenOpenAlexFDO

Authors Mohamed Darouach, M. Zasadzinski

Publication date 23 July 1997

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0005-1098(96)00217-8

zbMATH Keywords

filteringminimum variancestabilityunknown disturbance

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10)

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• Unknown input observer for linear non-minimum phase systems
• On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs

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