Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
697661 | Automatica | 2009 | 7 Pages |
Abstract
The problem of state estimation for a linear system with unknown input, which affects both the system and the output, is discussed in this paper. A recursive optimal filter with global optimality in the sense of unbiased minimum variance over all linear unbiased estimators, is provided. The necessary and sufficient condition for the convergence and stability is also given, which is milder than existing approaches.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Yue Cheng, Hao Ye, Yongqiang Wang, Donghua Zhou,