Journal
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume 45, Issue 12, Pages 2374-2378Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/9.895577
Keywords
minimum variance; robust filter; two-stage Kalman filter; unbiased filter; unknown input decoupling
Ask authors/readers for more resources
A new method is developed for the state estimation of linear time-varying discrete systems with unknown inputs. By making use of the two-stage Kalman filtering technique and a new proposed unknown inputs filtering technique, a robust two-stage Kalman filter (RTSKF) which is unaffected by the unknown inputs can be readily derived and serves as an alternative to the Kitanidis' unbiased minimum-variance filter. The application of this new filter is illustrated by optimal filtering for systems with unknown inputs.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available