KALMAN FILTERING WITH UNKNOWN INPUTS VIA OPTIMAL STATE ESTIMATION OF SINGULAR SYSTEMS

被引：104

作者：

DAROUACH, M

ZASADZINSKI, M

ONANA, AB

NOWAKOWSKI, S

机构：

[1] CRAN (CNRS UA 821)—EARAL, Université de Nancy I, Cosnes et Romain, 54400

来源：

INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 1995年 / 26卷 / 10期

关键词：

D O I：

10.1080/00207729508929152

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 to design a Kalman filter for linear discrete-time systems with unknown inputs is presented. The algorithm recently developed for stochastic singular systems is applied to obtain a linear estimation of the state and unknown inputs. The necessary and sufficient conditions for the existence and stability of the filter are derived and proved. An illustrative example is included.

引用

页码：2015 / 2028

页数：14

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