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Article Dans Une Revue International Journal of Systems Science Année : 1995

Kalman filtering with unknown inputs via optimal state estimation of singular systems

Résumé

A new method for designing a Kalman filter for linear discrete-time systems with unkown inputs is presented. The algorithm recently developed for stochastic singular systems is applied to obtain a linear estimation of the state and unkown inputs. The necessary and sufficient conditions for the existence and stability of the filter are derived and proved. An illustrative example is included.
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Dates et versions

hal-00143941 , version 1 (28-04-2007)

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  • HAL Id : hal-00143941 , version 1

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Mohamed Darouach, Michel Zasadzinski, André Bassong Onana, Samuel Nowakowski. Kalman filtering with unknown inputs via optimal state estimation of singular systems. International Journal of Systems Science, 1995, 26 (10), pp.2015-2028. ⟨hal-00143941⟩
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