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Communication Dans Un Congrès Année : 2018

Unbiased Filtering for State and Unknown Input with Delay

Federica Garin
Sebin Gracy
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Alain Kibangou

Résumé

In this paper, we consider linear network systems with unknown inputs. We present an unbiased recursive algorithm that simultaneously estimates states and inputs. We focus on delay-left invertible systems with intrinsic delay l ≥ 1, where the input reconstruction is possible only by using outputs up to l time steps later in the future. By showing an equivalence with a descriptor system, we state conditions under which the time-varying filter converges to a stationary stable filter, involving the solution of a discrete-time algebraic Riccati equation.
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Dates et versions

hal-01850957 , version 1 (09-08-2018)

Identifiants

Citer

Federica Garin, Sebin Gracy, Alain Kibangou. Unbiased Filtering for State and Unknown Input with Delay. NecSys 2018 - 7th IFAC Workshop on Distributed Estimation and Control in Networked Systems, IFAC, Aug 2018, Groningen, Netherlands. pp.1-6, ⟨10.1016/j.ifacol.2018.12.059⟩. ⟨hal-01850957⟩
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