Robust two-stage Kalman filters for systems with unknown inputs

被引：233
|
作者：
Hsieh, CS [1 ]
机构：
[1] Ind Technol Res Inst, Mech Ind Res Labs, Hsinchu 310, Taiwan
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2000年 / 45卷 / 12期
关键词：
minimum variance; robust filter; two-stage Kalman filter; unbiased filter; unknown input decoupling;
D O I：
10.1109/9.895577
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A new method is developed for the state estimation of linear time-varying discrete systems with unknown inputs. By making use of the two-stage Kalman filtering technique and a new proposed unknown inputs filtering technique, a robust two-stage Kalman filter (RTSKF) which is unaffected by the unknown inputs can be readily derived and serves as an alternative to the Kitanidis' unbiased minimum-variance filter. The application of this new filter is illustrated by optimal filtering for systems with unknown inputs.
引用
收藏
页码：2374 / 2378
页数：5
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