Unbiased Filtering for State and Unknown Input with Delay

Federica Garin 1 Sebin Gracy 1 Alain Y. Kibangou 1
1 NECS - Networked Controlled Systems
Inria Grenoble - Rhône-Alpes, GIPSA-DA - Département Automatique
Abstract : 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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Federica Garin, Sebin Gracy, Alain Y. 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. ⟨hal-01850957⟩

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