• DocumentCode
    2386198
  • Title

    A new algorithm for simultaneous input and state estimation

  • Author

    Fang, Huazhen ; Shi, Yang ; Yi, Jingang

  • Author_Institution
    Dept. of Mech. Eng., Univ. of Saskatchewan, Saskatoon, SK
  • fYear
    2008
  • fDate
    11-13 June 2008
  • Firstpage
    2421
  • Lastpage
    2426
  • Abstract
    Input and state estimation of a dynamic system can find many applications in fault detection and diagnosis, target tracking, and so on. This paper presents a new simultaneous input and state estimation scheme. A recursive algorithm is developed based on the idea of achieving minimum mean square error and minimum error variance. The convergence property of the proposed algorithm is also analyzed. Numerical examples are provided to illustrate the effectiveness of the algorithm.
  • Keywords
    least mean squares methods; recursive estimation; state estimation; dynamic system; input estimation; minimum error variance; minimum mean square error; recursive algorithm; state estimation; Algorithm design and analysis; Convergence; Fault detection; Fault diagnosis; Mean square error methods; Nonlinear filters; Observers; Recursive estimation; State estimation; Target tracking;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2008
  • Conference_Location
    Seattle, WA
  • ISSN
    0743-1619
  • Print_ISBN
    978-1-4244-2078-0
  • Electronic_ISBN
    0743-1619
  • Type

    conf

  • DOI
    10.1109/ACC.2008.4586854
  • Filename
    4586854