학술논문
Optimal State Estimators for Linear Systems with Unknown Inputs
Document Type
Conference
Source
Proceedings of the 45th IEEE Conference on Decision and Control Decision and Control, 2006 45th IEEE Conference on. :4763-4768 Dec, 2006
Subject
Language
ISSN
0191-2216
Abstract
We present a method for constructing linear minimum-variance unbiased state estimators for discrete-time linear stochastic systems with unknown inputs. Our design provides a characterization of estimators with delay, which eases the established necessary conditions for existence of unbiased estimators with zero-delay. A consequence of using delayed estimators is that the noise affecting the system becomes correlated with the estimation error. We handle this correlation by increasing the dimension of the estimator appropriately.