Sciweavers

2 search results - page 1 / 1
» Unbiased minimum-variance input and state estimation for lin...
Sort
View
AUTOMATICA
2007
89views more  AUTOMATICA 2007»
13 years 5 months ago
Unbiased minimum-variance input and state estimation for linear discrete-time systems
This paper addresses the problem of simultaneously estimating the state and the input of a linear discrete-time system. A recursive filter, optimal in the minimum-variance unbias...
Steven Gillijns, Bart De Moor
AUTOMATICA
2007
95views more  AUTOMATICA 2007»
13 years 5 months ago
Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough
This paper extends previous work on joint input and state estimation to systems with direct feedthrough of the unknown input to the output. Using linear minimum-variance unbiased ...
Steven Gillijns, Bart De Moor