Recursive Least-Squares Estimation for Systems with Unknown Inputs
نویسندگان
چکیده
This paper addresses the optimal filtering problem for systems with unknown inputs from the viewpoint of recursive least-squares estimation. The solution to the least-squares problem yields filter equations in information form. The relation between these filter equations and existing results is discussed. Finally, by establishing duality relations to the Kalman filter equations, a square-root implementation of the information filter follows almost instantaneously.
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تاریخ انتشار 2007