Unbiased minimum-variance disturbance and state estimation for linear systems with both state and output disturbances

被引：0
|
作者：
Zhang, Jian [1 ]
机构：
[1] Tsinghua Univ, Dept Automat, Tsinghua Garden 1, Beijing 100084, Peoples R China
来源：
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE | 2025年 / 56卷 / 01期
关键词：
Minimum-variance estimation; disturbance and state estimation; recursive estimation; unknown input; MODEL-PREDICTIVE CONTROL; INPUT;
D O I：
10.1080/00207721.2024.2388806
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 addresses the problem of simultaneously estimating the states, the state disturbances and the output disturbances of a linear time variant system. The objective is to develop a simple but optimal filter in the unbiased minimum-variance sense without depending extra complex system decomposition transformation. The derived filter bases on the assumption that no prior knowledge about the dynamical evolution of these disturbances is available.
引用
收藏
页码：98 / 107
页数：10
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