On the optimality of recursive unbiased state estimation with unknown inputs

Automatica

Volumn 36, Issue 9, 2000, Pages 1381-1383

  Kerwin, W S ^a   Prince, J L ^b  

^a UNIVERSITY OF WASHINGTON SCHOOL OF MEDICINE   (United States)

^b Johns Hopkins University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

KALMAN FILTERING; OPTIMIZATION; STATE ESTIMATION;

LINEAR RECURSIVE FILTERS; RECURSIVE UNBIASED STATE ESTIMATION;

CONTROL SYSTEM ANALYSIS;

EID: 0034266565     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(00)00046-7     Document Type: Article

References (4)

1. Darouach, M., & Zasadzinski, M. (1997). Unbiased minimum variance estimation for systems with unknown exogenous inputs. Automatica, 33(4), 717-719.
2. Kailath, T. (1968). An innovations approach to least-squares estimation part I: Linear filtering in additive white noise. IEEE Transactions on Automatic Control, AC-13(6), 646-655.
3. Kalman, R. E. (1960). A new approach to linear filtering and prediction problems. Journal of Basic Engineering, 82, 35-45.
4. Kitanidis, P. K. (1987). Unbiased minimum-variance linear state estimation. Automatica, 23(6), 775-778.