期刊
AUTOMATICA
卷 36, 期 9, 页码 1381-1383出版社
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/S0005-1098(00)00046-7
关键词
Kalman filters; optimal estimation; minimum variance; unbiased estimation
For system models with unknown inputs, state estimates may be obtained using linear minimum-variance unbiased estimation. Here, a proof is presented showing that the optimal solution over the class of all linear unbiased estimates may be written in the form of a linear recursive filter, thereby validating previous work in this area. (C) 2000 Elsevier Science Ltd. All rights reserved.
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