Unbiased minimum-variance filtering for input reconstruction

Proceedings of the American Control Conference

Volumn , Issue , 2007, Pages 5712-5717

  Palanthandalam Madapusi, Harish J ^a   Bernstein, Dennis S ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

(I ,J) CONDITIONS; (P ,P ,T) MEASUREMENTS; DISCRETE-TIME SYSTEMS; INPUT RECONSTRUCTION; MINIMUM VARIANCE FILTER; NECESSARY CONDITIONS; STATE OBSERVABILITY; STATE-SPACE MATRICES; UNKNOWN INPUTS;

CONTROL THEORY; DIGITAL CONTROL SYSTEMS; DISCRETE TIME CONTROL SYSTEMS; ELECTRIC FILTERS; ESTIMATION; FILTRATION; MILITARY DATA PROCESSING; STATE SPACE METHODS;

WAVE FILTERS;

EID: 46449119467     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.2007.4282834     Document Type: Conference Paper

References (28)

1. B. W. Bequette. Optimal estimation of blood glucose. In Proc. of the IEEE 30th Annual Northeast Bioengineering Conf., pages 77-78, 2004.
2. D. S. Bernstein. Matrix Mathematics: Theory, Facts, and Formulas with Application to Linear Systems Theory. Princeton University Press, 2005.
3. S. P. Bhattacharyya. Observer design for linear systems with unknown inputs. IEEE Trans. on Automatic Contr., AC-23:483-484, 1978.
4. M. Corless and J. Tu. State and input estimation for a class of uncertain systems. Automatica, 34(6):757-764, 1998.
5. M. Darouach. On the novel approach to the design of unknown input observers. IEEE Trans. on Automatic Contr., 39(3):698-699, March 1994.
6. M. Darouach, M. Zasadzinski, and S. J. Xu. Full-order observers for linear systems with unknown inputs. IEEE Trans. on Automatic Contr., 39(3):606-609, March 1994.
7. H. E. Emara-Shabaik. Filtering of linear systems with unknown inputs. Trans, of the ASME, J. of Dyn. Sys., Meas., and Contr., 125:482-485, September 2003.
8. F. W. Fairman, S. S. Mahil, and L. Luk. Disturbance decoupled observer design via singular value decomposition. IEEE Trans. on Automatic Contr., AC-29(1):84-86, January 1984.
9. S. Gillijns and B. De Moor. Unbiased minimum-variance input and state estimation for linear discrete-time stochastic systems. Internal Report ESAT-SISTA/TR 05-228, Katholieke Universiteit Leuven, Leuven, Belgium, November 2005.
10. J. D. Glover. The linear estimation of completely unknown systems. IEEE Trans. on Automatic Contr., pages 766-767, December 1969.
11. Y. Guan and M. Saif. A novel approach to the design of unknown input observers. IEEE Trans. on Automatic Contr., 36(5):632-635, May 1991.
12. M. L. J. Hautus. Strong detectability and observers. Lin. Algebra and its Appl., 50:353-368, 1983.
13. G. Hostetter and J. S. Meditch. Observing systems with unmeasurable inputs. IEEE Trans. on Automatic Contr., AC-18:307-308, June 1973.
14. M. Hou and R. J. Patton. Input observability and input reconstruction. Automatica, 34(6):789-794, 1998.
15. M. Hou and R. J. Patton. Optimal filtering for systems with unknown inputs. IEEE Trans. on Automatic Contr., 43(3):445-449, March 1998.
16. P. K. Kitanidis. Unbiased Minimum-variance Linear State Estimation. Automatica, 23(6):775-578, 1987.
17. N. Kobayashi and T. Nakamizo. An observer design for linear systems with unknown inputs. Int. J. Contr., 35(4):605-619, 1982.
18. I. Kolmanovsky, I. Sivergina, and J. Sun. Simultaneous Input and Parameter Estimation With Input Observers and Set-membership Parameter Bounding: Theory and an Automotive Application. Int. J. Adaptive Contr. and Signal Processing, 2006.
19. P. Kudva, N. Viswanadham, and A. Ramakrishna. Observers for linear systems with unknown inputs. IEEE Trans. on Automatic Contr., 25(1):113-115, February 1980.
20. J. E. Kurek. The state vector reconstruction for linear systems with unknown inputs. IEEE Trans. on Automatic Contr., AC-28(12):1120-1122, December 1983.
21. R. J. Miller and R. Mukundan. On designing reduced-order observers for linear time-invariant systems subject to unknown inputs. Int. J. Contr., 35(1):183-188, January 1982.
22. B. P. Molinari. A strong controllability and observability in linear multivariable control. IEEE Trans. on Automatic Contr., pages 761-764, October 1976.
23. P. J. Moylan. Stable inversion of linear systems. IEEE Trans. on Automatic Contr., pages 74-78, February 1977.
24. H. Palanthandalam-Madapusi, S. Gillijns, B. De Moore, and D. S. Bernstein. System identification for nonlinear model updating. In Proc. of Amer. Contr. Conf., Minneapolis, MN, June 2006.
25. M. K. Sain and J. L. Massey. Invertibility of linear time-invariant dynamical systems. IEEE Trans. on Automatic Contr., AC-14(2):141-149, April 1969.
26. S. H. Wang, E. J. Davison, and P. Dovato. Observing the states of systems with unmeasurable disturbances. IEEE Trans. on Automatic Contr., AC-20:716-717, 1975.
27. Y. Xiong and M. Saif. Unknown disturbance inputs estimation based on a state functional observer design. Automatica, 39:1389-1398, 2003.
28. F. Yang and R. W. Wilde. Observers for linear systems with unknown inputs. IEEE Trans. on Automatic Contr., 33(7):677-681, July 1988.