Optimal state estimators for linear systems with unknown inputs

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2006, Pages 4763-4768

  Sundaram, Shreyas ^a   Hadjicostis, Christoforos N ^a  

^a University of Illinois at Urbana Champaign   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; LINEAR SYSTEMS; MEASUREMENT ERRORS; STOCHASTIC CONTROL SYSTEMS;

ESTIMATION ERROR; LINEAR STOCHASTIC SYSTEMS;

STATE ESTIMATION;

EID: 39649088654     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/cdc.2006.377599     Document Type: Conference Paper

References (12)

1. S. O. R. Moheimani, A. V. Savkin, and I. R. Peterson, "Robust filtering, prediction, smoothing, and observability of uncertain systems," IEEE Transactions on Circuits and Systems-I: Fundamental Theory and Applications, vol. 45, no. 4, pp. 446-457, Apr. 1998.
2. P. K. Kitanidis, "Unbiased minimum-variance linear state estimation," Automatica, vol. 23, no. 6, pp. 775-778, Nov. 1987.
3. M. Hou and R. J. Patton, "Optimal filtering for systems with unknown inputs," IEEE Transactions on Automatic Control, vol. 43, no. 3, pp. 445-449, Mar. 1998.
4. A. Saberi, A. A. Stoorvogel, and P. Sannuti, "Exact, almost and optimal input decoupled (delayed) observers," International Journal of Control, vol. 73, no. 7, pp. 552-581, May 2000.
5. M. Darouach, M. Zasadzinski, and M. Boutayeb, "Extension of minimum variance estimation for systems with unknown inputs," Automatica, vol. 39, no. 5, pp. 867-876, May 2003.
6. J. Jin and M.-J. Tahk, "Time-delayed state estimator for linear systems with unknown inputs," International Journal of Control, Automation, and Systems, vol. 3, no. 1, pp. 117-121, Mar. 2005.
7. S. Sundaram and C. N. Hadjicostis, "Comments on 'Time-delayed state estimator for linear systems with unknown inputs'," International Journal of Control, Automation and Systems, vol. 3, no. 4, pp. 646-647, Dec. 2005.
8. M. E. Valcher, "State observers for discrete-time linear systems with unknown inputs," IEEE Transactions on Automatic Control, vol. 44, no. 2, pp. 397-401, Feb. 1999.
9. S. Sundaram and C. N. Hadjicostis, "On delayed observers for linear systems with unknown inputs," in Proceedings of the 44th IEEE Conference on Decision and Control and European Control Conference 2005, Dec. 2005, pp. 7210-7215.
10. B. D. O. Anderson and J. B. Moore, Optimal Filtering. Prentice-Hall Inc., Englewood Cliffs, New Jersey, 1979.
11. M. K. Sain and J. L. Massey, "Invertibility of linear time-invariant dynamical systems," IEEE Transactions on Automatic Control, vol. AC-14, no. 2, pp. 141-149, Apr. 1969.
12. A. S. Willsky, "On the invertibility of linear systems," IEEE Transactions on Automatic Control, vol. 19, no. 2, pp. 272-274, June 1974.