Extension of minimum variance estimation for systems with unknown inputs
نویسندگان
چکیده
منابع مشابه
Extension of minimum variance estimation for systems with unknown inputs
In this paper, we address the problem of minimum variance estimation for discrete-time time-varying stochastic systems with unknown inputs. The objective is to construct an optimal filter in the general case where the unknown inputs affect both the stochastic model and the outputs. It extends the results of Darouach and Zasadzinski (1997) where the unknown inputs are only present in the model. ...
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ژورنال
عنوان ژورنال: Automatica
سال: 2003
ISSN: 0005-1098
DOI: 10.1016/s0005-1098(03)00006-2