Kalman filter with unknown inputs and robust two-stage filter
- 1 January 1998
- journal article
- research article
- Published by Taylor & Francis in International Journal of Systems Science
- Vol. 29 (1) , 41-47
- https://doi.org/10.1080/00207729808929494
Abstract
A new approach for state filtering in linear discrete-time stochastic systems with unknown inputs is presented. The obtained estimator, optimal in the unbiased minimum variance sense, is used for robust decentralized state and constant bias filteringKeywords
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