A new Minimum Variance Observer for Stochastic LPV systems with Unknown Inputs * *This work is supported by the CNES (Centre National d’Etudes spatiales), France

Luc Meyer 1 Dalil Ichalal 1 Vincent Vigneron 1 Claire Vasiljevic 1 J. Oswald 2
1 IBISC - Informatique, Biologie Intégrative et Systèmes Complexes
2 UEVE - Université d'Évry-Val-d'Essonne
Abstract : This paper is dedicated to the design of a state estimator for discrete-time Linear Parameter Varying (LPV) systems affected by unknown inputs and random Gaussian noises. Contrary to the existing work, the observer designed in this paper takes measures at several time steps into account in order to improve the performance (in terms of minimizing the variance estimation error). This approach is based on combining the classical Kalman Filter with the design strategies of deterministic observer for LPV systems in deterministic framework. Then, as an extension of this result, the observer is used for estimation of LPV systems without unknown inputs when state noises have a very high variance in comparison to the measurement noises. Simulation results are presented to illustrate the effectiveness of the proposed approach.
Keywords : Unknown Input Observer Discrete-time Systems Dynamical Systems Kalman Filter LPV Systems
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Conference papers
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https://hal.archives-ouvertes.fr/hal-01629346
Contributor : Frédéric Davesne <>
Submitted on : Monday, November 6, 2017 - 1:09:03 PM
Last modification on : Monday, October 28, 2019 - 10:50:22 AM

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Luc Meyer, Dalil Ichalal, Vincent Vigneron, Claire Vasiljevic, J. Oswald. A new Minimum Variance Observer for Stochastic LPV systems with Unknown Inputs * *This work is supported by the CNES (Centre National d’Etudes spatiales), France. 20th World Congress of the International Federation of Automatic Control, Jul 2017, Toulouse, France. pp.4947--4953, ⟨10.1016/j.ifacol.2017.08.756⟩. ⟨hal-01629346⟩

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