Unbiased minimum variance estimation for systems with unknown exogenous inputs
نویسندگان
چکیده
منابع مشابه
Unbiased minimum variance estimation for systems with unknown exogenous inputs
A new method is developed for the state estimation of linear discrete-time stochastic system in the presence of unknown disturbance. The obtained filter is optimal in the unbiased minimum variance sense. The necessary and sufficient conditions for the existence and the stability of the filter are given.
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ژورنال
عنوان ژورنال: Automatica
سال: 1997
ISSN: 0005-1098
DOI: 10.1016/s0005-1098(96)00217-8