期刊名称:International Journal of Electrical and Computer Engineering
电子版ISSN:2088-8708
出版年度:2015
卷号:5
期号:2
页码:259-270
DOI:10.11591/ijece.v5i2.6656
语种:English
出版社:Institute of Advanced Engineering and Science (IAES)
摘要:This paper presents a recursive least-squares approach to estimate simultaneously the state and the unknown input of linear time varying discrete time systems with unknown input. The method is based on the assumption that no prior knowledge about the dynamical evolution of the input is available. The joint input and state estimation are obtained by recursive least-squares formulation by applying the inversion lemmas. The proposed filter is equivalent to recursive three step filter. To illustrate the performance of the proposed filter an example is given.