Joint estimation and identification for stochastic systems with unknown inputs

被引:32
|
作者
Lan, Hua [1 ]
Liang, Yan [1 ]
Yang, Feng [1 ]
Wang, Zengfu [1 ]
Pan, Quan [1 ]
机构
[1] Northwestern Polytech Univ, Sch Automat, Xian 710072, Shaanxi, Peoples R China
来源
IET CONTROL THEORY AND APPLICATIONS | 2013年 / 7卷 / 10期
基金
美国国家科学基金会;
关键词
STATE ESTIMATION; TARGET TRACKING; FAULT-DETECTION; LINEAR-SYSTEMS; OBSERVERS; ALGORITHMS; BENCHMARK; DESIGN;
D O I
10.1049/iet-cta.2013.0996
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Motivated by tracking a manoeuvring target in electronic counter environments, the authors present the problem of joint estimation and identification of a class of discrete-time stochastic systems with unknown inputs in both the plant and sensors. Based on the expectation-maximum criterion, the joint optimisation scheme of state estimation, parameter identification and iteration terminate decision were derived. A numerical example of tracking a manoeuvring target accompanied range gate pull-off is utilised to verify the proposed scheme.
引用
收藏
页码:1377 / 1386
页数:10
相关论文
共 50 条
  • [41] State estimation for linear hybrid systems with periodic jumps and unknown inputs
    Rios, Hector
    Davila, Jorge
    Teel, Andrew R.
    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2020, 30 (15) : 5966 - 5988
  • [42] Active Mode Identification and Continuous State Estimation for Switched Linear Systems with Unknown Inputs and Slow Switching Signal
    Junqi Yang
    Yantao Chen
    Xin Wang
    Circuits, Systems, and Signal Processing, 2015, 34 : 2193 - 2211
  • [43] Active Mode Identification and Continuous State Estimation for Switched Linear Systems with Unknown Inputs and Slow Switching Signal
    Yang, Junqi
    Chen, Yantao
    Wang, Xin
    CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2015, 34 (07) : 2193 - 2211
  • [44] The identification and estimation of nonlinear stochastic systems
    Young, P
    NONLINEAR DYNAMICS AND STATISTICS, 2001, : 127 - 166
  • [45] Sensor Selection and Removal for State Estimation of Linear Systems with Unknown Inputs
    Woodford, Nathaniel
    Sundaram, Shreyas
    2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2018, : 6662 - 6667
  • [46] Least inventory control of multistorage systems with non-stochastic unknown inputs
    Blanchini, F
    Rinaldi, F
    Ukovich, W
    IEEE TRANSACTIONS ON ROBOTICS AND AUTOMATION, 1997, 13 (05): : 633 - 645
  • [47] Fault diagnosis and fault tolerant control of linear stochastic systems with unknown inputs
    Lee, Jong Hyo
    Lyou, Joon
    2002, Technical University of Wroclaw (27): : 59 - 76
  • [48] Coherent strong observers for a class of linear quantum stochastic systems with unknown inputs
    Miao, Zibo
    He, Dong
    Kong, He
    Wu, Ai-Guo
    James, Matthew R.
    AUTOMATICA, 2022, 146
  • [49] Least inventory control of multistorage systems with non-stochastic unknown inputs
    Univ of Udine, Udine, Italy
    IEEE Trans Rob Autom, 5 (633-645):