Robust two-stage Kalman filters for systems with unknown inputs

被引：243

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

页码：2374 / 2378

页数：5

共 8 条

[1] Alouani A. T., 1992, Proceedings of the 1992 American Control Conference (IEEE Cat. No.92CH3072-6), P1784
[2] Unbiased minimum variance estimation for systems with unknown exogenous inputs
Darouach, M
Zasadzinski, M
[J]. AUTOMATICA, 1997, 33 (04) : 717 - 719
[3] TREATMENT OF BIAS IN RECURSIVE FILTERING
FRIEDLAND, B
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1969, AC14 (04) : 359 - +
[4] Hou M, 1998, IEEE T AUTOMAT CONTR, V43, P446
[5] Optimal solution of the two-stage Kalman estimator
Hsieh, CS
Chen, FC
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1999, 44 (01) : 194 - 199
[6] Extension of Friedland's bias filtering technique to discrete-time systems with unknown inputs
Keller, JY
Summerer, L
Darouach, M
[J]. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1996, 27 (12) : 1219 - 1229
[7] Kalman filter with unknown inputs and robust two-stage filter
Keller, JY
Darouach, M
Caramelle, L
[J]. INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1998, 29 (01) : 41 - 47
[8] UNBIASED MINIMUM-VARIANCE LINEAR STATE ESTIMATION
KITANIDIS, PK
[J]. AUTOMATICA, 1987, 23 (06) : 775 - 778

← 1 →