Globally Optimal Distributed Kalman Filtering for Multisensor Systems with Unknown Inputs

In this paper, the state estimation for dynamic system with unknown inputs modeled as an autoregressive AR (1) process is considered. We propose an optimal algorithm in mean square error sense by using difference method to eliminate the unknown inputs. Moreover, we consider the state estimation for...

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Bibliographic Details
Main Authors: Yali Ruan, Yingting Luo, Yunmin Zhu
Format: Article
Language:English
Published: MDPI AG 2018-09-01
Series:Sensors
Subjects:
Online Access:http://www.mdpi.com/1424-8220/18/9/2976