State Estimation for Dynamic Systems With Unknown Process Inputs and Applications

State Estimation for Dynamic Systems With Unknown Process Inputs and Applications

The problem of state estimation for discrete-time stochastic time-varying systems in the presence of unknown process inputs or disturbances is addressed in this paper. A Kalman-type filter is proposed, and the optimal oracle filter gain in the sense of minimizing the mean squared error of the state...

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Bibliographic Details
Main Authors: Sanfeng Hu, Jie Zhou, Chen Chen
Format: Article
Language:English
Published: IEEE 2018-01-01
Series:IEEE Access
Subjects:
Dynamic systems
state estimation or filtering
unknown inputs and disturbances
nonlinear estimator
nonlinear equation
iterative algorithm
Online Access:https://ieeexplore.ieee.org/document/8307391/

Internet

https://ieeexplore.ieee.org/document/8307391/

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