Moving horizon estimation for discrete time linear systems with unknown inputs

Boulaïd Boulkroune (1) , Mohamed Darouach (1) , Michel Zasadzinski (1)

1 CRAN - Centre de Recherche en Automatique de Nancy

The Moving horizon approach is extended to a discrete linear systems with unknown inputs. The state and the unknown inputs are estimated via the optimal state estimation of singular systems. A numerical example is presented to illustrate the performance of the proposed filter.

Mots clés: Moving horizon estimation; Discrete time linear systems; Unknown inputs

Domaines: Automatique / Robotique

Boulaïd Boulkroune, Mohamed Darouach, Michel Zasadzinski. Moving horizon estimation for discrete time linear systems with unknown inputs. European Control Conference, ECC'07, Jul 2007, Kos, Greece. pp.CDROM. ⟨hal-00167950⟩