DocumentCode :
619952
Title :
Optimal Kalman filtering for systems with unknown inputs
Author :
Lingchen Ren ; Yingting Luo
Author_Institution :
Coll. of Math., Sichuan Univ., Chengdu, China
fYear :
2013
fDate :
25-27 May 2013
Firstpage :
1580
Lastpage :
1583
Abstract :
In this paper, we consider the state estimation for dynamic system with unknown inputs by difference method. We proposed an optimal algorithm in mean square error sense. The new algorithm shows good performance with less computations compared to that of traditional algorithms. Moreover, numerical examples show that the new algorithm still works well even with the wrong initial value of unknown inputs.
Keywords :
Kalman filters; mean square error methods; state estimation; difference method; dynamic system; mean square error sense; optimal Kalman filtering; optimal algorithm; state estimation; unknown inputs; Decision support systems; TV; ASKF; Optimal estimate; TSKF; difference method; unknown inputs;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Control and Decision Conference (CCDC), 2013 25th Chinese
Conference_Location :
Guiyang
Print_ISBN :
978-1-4673-5533-9
Type :
conf
DOI :
10.1109/CCDC.2013.6561181
Filename :
6561181
Link To Document :
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