KALMAN FILTER WITH UNKNOWN INPUTS AND ROBUST 2-STAGE FILTER

Authors
KELLER JY DAROUACH M CARAMELLE L
Citation
Jy. Keller et al., KALMAN FILTER WITH UNKNOWN INPUTS AND ROBUST 2-STAGE FILTER, International Journal of Systems Science, 29(1), 1998, pp. 41-47
Citations number
15
Categorie Soggetti
Computer Science Theory & Methods","Operatione Research & Management Science","Computer Science Theory & Methods","Operatione Research & Management Science","Robotics & Automatic Control
Journal title
International Journal of Systems Science → ACNP
ISSN journal
00207721
Volume
29
Issue
1
Year of publication
1998
Pages
41 - 47
Database
ISI
SICI code
0020-7721(1998)29:1<41:KFWUIA>2.0.ZU;2-U
Abstract
A new approach for state filtering in linear discrete-time stochastic systems with unknown inputs is presented. The obtained estimator, opti mal in the unbiased minimum variance sense, is used for robust decentr alized state and constant bias filtering.