×

zbMATH — the first resource for mathematics

Unbiased minimum variance estimation for systems with unknown exogenous inputs. (English) Zbl 0874.93086

MSC:
93E10 Estimation and detection in stochastic control theory
93C99 Model systems in control theory
93C55 Discrete-time control/observation systems
93C05 Linear systems in control theory
PDF BibTeX XML Cite
Full Text: DOI
References:
[1] Anderson, B.D.O.; Moore, J.B., ()
[2] Basseville, M.; Nikiforov, I., ()
[3] Bitmead, R.R.; Gevers, M.; Wertz, V., ()
[4] Darouach, M.; Zasadzinski, M.; Xu, S.J., Full-order observers for linear systems with unknown inputs, IEEE trans. autom. control, AC-39, 606-609, (1994) · Zbl 0813.93015
[5] De Souza, C.E.; Gevers, M.R.; Goodwin, G.C., Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices, IEEE trans. autom. control, AC-31, 831-838, (1986) · Zbl 0604.93059
[6] Friedland, B., Treatment of bias in recursive filtering, IEEE trans. autom. control, AC-14, 359-367, (1969)
[7] Ignani, M.B., Separate bias Kalman estimator with bias state noise, IEEE trans. autom. control, AC-35, 338-341, (1990) · Zbl 0707.93069
[8] Kitanidis, P.K., Unbiased minimum-variance linear state estimation, Automatica, 23, 775-778, (1987) · Zbl 0627.93065
[9] Patton, R.; Clark, R.N.; Franck, P.M., ()
[10] Zhou, D.H.; Sun, Y.X.; Xi, Y.G.; Zhang, Z.J., Extension of Friedland’s separate bias estimation to randomly time-variant bias of nonlinear systems, IEEE trans. autom. control, AC-38, 1270-1273, (1993) · Zbl 0793.93118
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.