Optimal filtering for systems with unknown inputs

被引：0
|
作者：
Hou, M [1 ]
Patton, RJ [1 ]
机构：
[1] Univ Hull, Dept Elect Engn, Hull HU6 7RX, N Humberside, England
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1998年 / 43卷 / 03期
关键词：
innovations filtering; optimal filter; time-varying systems; unknown-input decoupling;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
An optimal filtering formula is derived for linear time-varying discrete systems with unknown inputs, By making use of the well-known innovations filtering technique, the derivation is an extension of a new observer design method for time-invariant deterministic systems with unknown inputs, The systems under consideration have the most general form, The derived optimal filter has a similar form to the standard Kalman filter with some modified covariance and gain matrices.
引用
收藏
页码：446 / 449
页数：4
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