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Framework for state and unknown input estimation of linear time-varying systems. (English) Zbl 1372.93200
Summary: The design of unknown-input decoupled observers and filters requires the assumption of an existence condition in the literature. This paper addresses an unknown input filtering problem where the existence condition is not satisfied. Instead of designing a traditional unknown input decoupled filter, a Double-Model Adaptive Estimation approach is extended to solve the unknown input filtering problem. It is proved that the state and the unknown inputs can be estimated and decoupled using the extended double-model adaptive estimation approach without satisfying the existence condition. Numerical examples are presented in which the performance of the proposed approach is compared to methods from literature.

MSC:
93E11 Filtering in stochastic control theory
93E10 Estimation and detection in stochastic control theory
93C05 Linear systems in control theory
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