Unbiased minimum-variance input and state estimation for linear discrete-time systems

Automatica

Volumn 43, Issue 1, 2007, Pages 111-116

  Gillijns, Steven ^a   De Moor, Bart ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Kalman filtering; Minimum variance estimation; Recursive state estimation; Unknown input estimation

Indexed keywords

EQUATIONS OF STATE; KALMAN FILTERING; LEAST SQUARES APPROXIMATIONS; LINEAR CONTROL SYSTEMS; OPTIMAL CONTROL SYSTEMS;

MINIMUM-VARIANCE ESTIMATION; RECURSIVE FILTER; RECURSIVE STATE ESTIMATION; STATE ESTIMATION PROBLEM; UNKNOWN INPUT ESTIMATION;

DISCRETE TIME CONTROL SYSTEMS;

EID: 33751349702     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2006.08.002     Document Type: Article

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