Unbiased minimum variance estimation for systems with unknown exogenous inputs

Automatica

Volumn 33, Issue 4, 1997, Pages 717-719

  Darouach, Mohamed ^a   Zasadzinski, M ^a  

^a CENTRE DE RECHERCHE EN AUTOMATIQUE DE NANCY   (France)

Author keywords

Convergence; Kalman filter; Minimum variance; Stability; Unknown disturbance

Indexed keywords

DISCRETE TIME CONTROL SYSTEMS; KALMAN FILTERING; MATRIX ALGEBRA; SYSTEM STABILITY;

FAULT DETECTION AND ISOLATION; UNBIASED MINIMUM VARIANCE ESTIMATION; UNKNOWN DISTURBANCE; UNKNOWN EXOGENOUS INPUTS;

STATE ESTIMATION;

EID: 0031109344     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(96)00217-8     Document Type: Article

References (10)

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