On the Optimality of the Kitanidis Filter for State Estimation Rejecting Unknown Inputs - Inria - Institut national de recherche en sciences et technologies du numérique Access content directly
Journal Articles Automatica Year : 2021

On the Optimality of the Kitanidis Filter for State Estimation Rejecting Unknown Inputs

Abstract

As a natural extension of the Kalman filter to systems subject to arbitrary unknown inputs, the Kitanidis filter has been designed by one-step minimization of the trace of the state estimation error covariance matrix. In this technical communiqué, it is shown that the Kitanidis filter is also optimal for the whole gain sequence in the sense of matrix positive definiteness, which notably implies that the Kitanidis filter minimizes not only the trace criterion, but also the matrix spectral norm criterion.
Fichier principal
Vignette du fichier
kitanidis_optimality.pdf (272.95 Ko) Télécharger le fichier
Origin Files produced by the author(s)

Dates and versions

hal-03041232 , version 1 (04-12-2020)
hal-03041232 , version 2 (01-08-2021)

Identifiers

Cite

Bernard Delyon, Qinghua Zhang. On the Optimality of the Kitanidis Filter for State Estimation Rejecting Unknown Inputs. Automatica, 2021, 132, pp.article n°109793. ⟨10.1016/j.automatica.2021.109793⟩. ⟨hal-03041232v2⟩
335 View
247 Download

Altmetric

Share

Gmail Mastodon Facebook X LinkedIn More