Unbiased minimum variance estimation for systems with unknown exogenous inputs

被引：242

作者：

Darouach, M

Zasadzinski, M

机构：

[1] CRAN-IUT de Longwy, 54400 Cosnes et Romain

来源：

AUTOMATICA | 1997年 / 33卷 / 04期

关键词：

minimum variance; Kalman filter; unknown disturbance; stability; convergence;

D O I：

10.1016/S0005-1098(96)00217-8

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A new method is developed for the state estimation of linear discrete-time stochastic systems in the presence of an unknown disturbance. The filter obtained is optimal in the unbiased minimum variance sense. The necessary and sufficient conditions for the existence and the stability of the filter are given. (C) 1997 Elsevier Science Ltd.

引用

页码：717 / 719

页数：3

共 10 条

[1]

Anderson B. D. O., 1979, OPTIMAL FILTERING

[2]

Bitmead RR, 1990, ADAPTIVE OPTIMAL CON

[3] FULL-ORDER OBSERVERS FOR LINEAR-SYSTEMS WITH UNKNOWN INPUTS [J].