Skip to Main content Skip to Navigation
Journal articles

Kalman filtering with unknown inputs via optimal state estimation of singular systems

Abstract : A new method for designing a Kalman filter for linear discrete-time systems with unkown inputs is presented. The algorithm recently developed for stochastic singular systems is applied to obtain a linear estimation of the state and unkown inputs. The necessary and sufficient conditions for the existence and stability of the filter are derived and proved. An illustrative example is included.
Document type :
Journal articles
Complete list of metadatas

Cited literature [4 references]  Display  Hide  Download

https://hal.archives-ouvertes.fr/hal-00143941
Contributor : Michel Zasadzinski <>
Submitted on : Saturday, April 28, 2007 - 5:15:33 PM
Last modification on : Friday, October 23, 2020 - 8:38:03 AM
Long-term archiving on: : Wednesday, April 7, 2010 - 2:09:52 AM

File

IJSS-1995-HAL.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-00143941, version 1

Collections

Citation

Mohamed Darouach, Michel Zasadzinski, André Bassong Onana, Samuel Nowakowski. Kalman filtering with unknown inputs via optimal state estimation of singular systems. International Journal of Systems Science, Taylor & Francis, 1995, 26 (10), pp.2015-2028. ⟨hal-00143941⟩

Share

Metrics

Record views

231

Files downloads

6440