文章基本信息

标题：Some Results on Simultaneous Input and State Estimation for Linear Systems ⁎
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作者：Xinmin Song ; Wei Xing Zheng
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2018
卷号：51
期号：15
页码：49-54
DOI：10.1016/j.ifacol.2018.09.089
语种：English
出版社：Elsevier
摘要：AbstractThis paper is concerned with the problem of simultaneous input and state estimation for linear discrete-time systems with missing measurements. First, in order to simultaneously estimate the input and state in the sense of unbiased minimum variance, a recursive estimator is designed in terms of one Lyapunov equation and one Riccati equation. Then some mild conditions for the existence of the infinite horizon estimator are presented. Finally, a simulation example is provided to illustrate the effectiveness of the proposed approach.
关键词：KeywordsState estimationunknown input estimationunbiased minimum varianceconvergencemissing measurements