A maximum likelihood estimator for switching linear systems with unknown inputs

被引：3
|
作者：
Meyer, Luc [1 ]
Ichalal, Dalil [2 ]
Vigneron, Vincent [2 ]
机构：
[1] Univ Paris Saclay, ONERA, DTIS, 6 Chemin Vauve Granges, F-91120 Palaiseau, France
[2] Univ Paris Saclay, Univ Evry, IBISC, 40 Rue Pelvoux, F-91020 Courcouronnes, France
来源：
AUTOMATICA | 2019年 / 108卷
关键词：
State estimation; Minimum variance estimation; Unknown input; Switching systems; Discrete-time system; TIME; OBSERVERS; FILTER;
D O I：
10.1016/j.automatica.2019.07.003
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper investigates the construction of an estimator for switching linear systems with unknown inputs (UI) and Gaussian noises, in the case of unknown switching sequence. First, a maximum-likelihood switching sequence estimator is constructed. Then, both state and UI estimators are proposed. An example illustrates the theoretical contributions. (C) 2019 Elsevier Ltd. All rights reserved.
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页数：5
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