DocumentCode
1343588
Title
Optimal filtering for systems with unknown inputs
Author
Hou, M. ; Patton, R.J.
Author_Institution
Dept. of Electron. Eng., Hull Univ., UK
Volume
43
Issue
3
fYear
1998
fDate
3/1/1998 12:00:00 AM
Firstpage
445
Lastpage
449
Abstract
An optimal filtering formula is derived for linear time-varying discrete systems with unknown inputs. By making use of the well-known innovations filtering technique, the derivation is an extension of a new observer design method for time-invariant deterministic systems with unknown inputs. The systems under consideration have the most general form. The derived optimal filter has a similar form to the standard Kalman filter with some modified covariance and gain matrices
Keywords
covariance matrices; discrete systems; filtering theory; linear systems; observers; time-varying systems; covariance matrices; gain matrices; innovations filtering technique; linear time-varying discrete systems; optimal filtering; time-invariant deterministic systems; unknown inputs; Equations; Filtering; Linear algebra; Linear matrix inequalities; Linear systems; Lyapunov method; Milling machines; Nonlinear filters; Speech; Stability;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.661621
Filename
661621
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