Optimal state estimators for linear systems with unknown inputs
Ημερομηνία
2006ISBN
1-4244-0171-2978-1-4244-0171-0
Source
Proceedings of the IEEE Conference on Decision and ControlProceedings of the IEEE Conference on Decision and Control
Pages
4763-4768Google Scholar check
Keyword(s):
Metadata
Εμφάνιση πλήρους εγγραφήςΕπιτομή
We present a method for constructing linear minimum-variance unbiased state estimators for discrete-time linear stochastic systems with unknown inputs. Our design provides a characterization of estimators with delay, which eases the established necessary conditions for existence of unbiased estimators with zero-delay. A consequence of using delayed estimators is that the noise affecting the system becomes correlated with the estimation error. We handle this correlation by increasing the dimension of the estimator appropriately. © 2006 IEEE.