메뉴 건너뛰기




Volumn 47, Issue 10, 2011, Pages 2313-2318

Optimal filtering for systems with unknown inputs via the descriptor Kalman filtering method

Author keywords

Descriptor Kalman filtering; Globally optimal filtering; Maximum likelihood estimation; Unbiased minimum variance filter; Unknown inputs

Indexed keywords

AUGMENTED STATE KALMAN FILTERS; DESCRIPTORS; INPUT AND OUTPUTS; KALMAN FILTERING METHOD; KALMAN-FILTERING; OPTIMAL FILTER DESIGN; OPTIMAL FILTERING; OPTIMAL SOLUTIONS; OPTIMAL STATE; SIMULATION RESULT; UNBIASED MINIMUM-VARIANCE FILTER; UNKNOWN INPUTS;

EID: 80052697150     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2011.08.012     Document Type: Article
Times cited : (27)

References (21)
  • 1
    • 0028727402 scopus 로고
    • Optimal filtering in stochastic discrete-time systems with unknown inputs
    • A.V. Borisov, and A.R. Pankov Optimal filtering in stochastic discrete-time systems with unknown inputs IEEE Transactions on Automatic Control 39 1994 2461 2464
    • (1994) IEEE Transactions on Automatic Control , vol.39 , pp. 2461-2464
    • Borisov, A.V.1    Pankov, A.R.2
  • 2
    • 0029776105 scopus 로고    scopus 로고
    • Optimal filtering and robust fault diagnosis of stochastic systems with unknown disturbances
    • J. Chen, and R.J. Patton Optimal filtering and robust fault diagnosis of stochastic systems with unknown disturbances IEE Proceedings Control Theory and Applications 143 1996 31 36 (Pubitemid 126760260)
    • (1996) IEE Proceedings: Control Theory and Applications , vol.143 , Issue.1 , pp. 31-36
    • Chen, J.1    Patton, R.J.2
  • 3
    • 58349101978 scopus 로고    scopus 로고
    • Unbiased minimum-variance state estimation for linear systems with unknown input
    • Y. Cheng, H. Ye, Y. Wang, and D. Zhou Unbiased minimum-variance state estimation for linear systems with unknown input Automatica 45 2009 485 491
    • (2009) Automatica , vol.45 , pp. 485-491
    • Cheng, Y.1    Ye, H.2    Wang, Y.3    Zhou, D.4
  • 4
    • 0031109344 scopus 로고    scopus 로고
    • Unbiased minimum variance estimation for systems with unknown exogenous inputs
    • PII S0005109896002178
    • M. Darouach, and M. Zasadzinski Unbiased minimum-variance estimation for systems with unknown exogenous inputs Automatica 33 1997 717 719 (Pubitemid 127417107)
    • (1997) Automatica , vol.33 , Issue.4 , pp. 717-719
    • Darouach, M.1    Zasadzinski, M.2
  • 5
    • 0037401494 scopus 로고    scopus 로고
    • Extension of minimum-variance estimation for systems with unknown inputs
    • M. Darouach, M. Zasadzinski, and M. Boutayeb Extension of minimum-variance estimation for systems with unknown inputs Automatica 39 2003 867 876
    • (2003) Automatica , vol.39 , pp. 867-876
    • Darouach, M.1    Zasadzinski, M.2    Boutayeb, M.3
  • 8
    • 33751349702 scopus 로고    scopus 로고
    • Unbiased minimum-variance input and state estimation for linear discrete-time systems
    • DOI 10.1016/j.automatica.2006.08.002, PII S0005109806003189
    • S. Gillijns, and B. De Moor Unbiased minimum-variance input and state estimation for linear discrete-time systems Automatica 43 2007 111 116 (Pubitemid 44803013)
    • (2007) Automatica , vol.43 , Issue.1 , pp. 111-116
    • Gillijns, S.1    De Moor, B.2
  • 9
    • 34047159828 scopus 로고    scopus 로고
    • Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough
    • DOI 10.1016/j.automatica.2006.11.016, PII S0005109807000222
    • S. Gillijns, and B. De Moor Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough Automatica 43 2007 934 937 (Pubitemid 46509773)
    • (2007) Automatica , vol.43 , Issue.5 , pp. 934-937
    • Gillijns, S.1    De Moor, B.2
  • 10
    • 0032021644 scopus 로고    scopus 로고
    • Optimal filtering for systems with unknown inputs
    • PII S0018928698013841
    • M. Hou, and R.J. Patton Optimal filtering for systems with unknown inputs IEEE Transactions on Automatic Control 43 1998 445 449 (Pubitemid 128737368)
    • (1998) IEEE Transactions on Automatic Control , vol.43 , Issue.3 , pp. 445-449
    • Hou, M.1    Patton, R.J.2
  • 11
    • 0034474101 scopus 로고    scopus 로고
    • Robust two-stage Kalman filters for systems with unknown inputs
    • DOI 10.1109/9.895577
    • C.-S. Hsieh Robust two-stage Kalman filters for systems with unknown inputs IEEE Transactions on Automatic Control 45 2000 2374 2378 (Pubitemid 32191003)
    • (2000) IEEE Transactions on Automatic Control , vol.45 , Issue.12 , pp. 2374-2378
    • Hsieh, C.-S.1
  • 12
    • 34648840408 scopus 로고    scopus 로고
    • The unified structure of unbiased minimum-variance reduced-order filters
    • DOI 10.1109/TAC.2007.904286
    • C.-S. Hsieh The unified structure of unbiased minimum-variance reduced-order filters IEEE Transactions on Automatic Control 52 2007 1716 1721 (Pubitemid 47456085)
    • (2007) IEEE Transactions on Automatic Control , vol.52 , Issue.9 , pp. 1716-1721
    • Hsieh, C.-S.1
  • 13
    • 68149171907 scopus 로고    scopus 로고
    • Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs
    • C.-S. Hsieh Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs Automatica 45 2009 2149 2153
    • (2009) Automatica , vol.45 , pp. 2149-2153
    • Hsieh, C.-S.1
  • 14
    • 77949307676 scopus 로고    scopus 로고
    • On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs
    • C.-S. Hsieh On the global optimality of unbiased minimum-variance state estimation for systems with unknown inputs Automatica 46 2010 708 715
    • (2010) Automatica , vol.46 , pp. 708-715
    • Hsieh, C.-S.1
  • 16
    • 0025399311 scopus 로고
    • Separate bias Kalman estimator with bias state noise
    • M.B. Ignani Separate bias Kalman estimator with bias state noise IEEE Transactions on Automatic Control 35 1990 338 341
    • (1990) IEEE Transactions on Automatic Control , vol.35 , pp. 338-341
    • Ignani, M.B.1
  • 17
    • 29344456974 scopus 로고    scopus 로고
    • Optimal recursive estimation for discrete-time descriptor systems
    • DOI 10.1080/00207720500219302, PII P12151516430
    • J.Y. Ishihara, M.H. Terra, and J.C.T. Campos Optimal recursive estimation for discrete-time descriptor systems International Journal of Systems Science 36 2005 605 615 (Pubitemid 43000440)
    • (2005) International Journal of Systems Science , vol.36 , Issue.10 , pp. 605-615
    • Ishihara, J.Y.1    Terra, M.H.2    Campos, J.C.T.3
  • 18
    • 0023456666 scopus 로고
    • Unbiased minimum-variance linear state estimation
    • P.K. Kitanidis Unbiased minimum-variance linear state estimation Automatica 23 1987 775 778
    • (1987) Automatica , vol.23 , pp. 775-778
    • Kitanidis, P.K.1
  • 19
  • 21
    • 0033078990 scopus 로고    scopus 로고
    • State observers for discrete-time linear systems with unknown inputs
    • M.E. Valcher State observers for discrete-time linear systems with unknown inputs IEEE Transactions on Automatic Control 44 1999 397 401
    • (1999) IEEE Transactions on Automatic Control , vol.44 , pp. 397-401
    • Valcher, M.E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.