Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
698394 | Automatica | 2007 | 6 Pages |
Abstract
This paper addresses the problem of simultaneously estimating the state and the input of a linear discrete-time system. A recursive filter, optimal in the minimum-variance unbiased sense, is developed where the estimation of the state and the input are interconnected. The input estimate is obtained from the innovation by least-squares estimation and the state estimation problem is transformed into a standard Kalman filtering problem. Necessary and sufficient conditions for the existence of the filter are given and relations to earlier results are discussed.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Steven Gillijns, Bart De Moor,