Optimal filtering for systems with unknown inputs via descriptor Kalman filtering

2010 ◽  
Author(s):  
Chien-Shu Hsieh
Keyword(s):  
Kalman Filtering ◽  
Optimal Filtering ◽  
Unknown Inputs

scholarly journals Globally Optimal Distributed Kalman Filtering for Multisensor Systems with Unknown Inputs

Sensors ◽  
2018 ◽  
Vol 18 (9) ◽  
pp. 2976 ◽  
Author(s):  
Yali Ruan ◽  
Yingting Luo ◽  
Yunmin Zhu
Keyword(s):  
State Estimation ◽  
Kalman Filtering ◽  
Optimal Algorithm ◽  
The State ◽  
Unknown Input ◽  
Initial Value ◽  
State Estimate ◽  
Multisensor Systems ◽  
Unknown Inputs ◽  
Augmented State

In this paper, the state estimation for dynamic system with unknown inputs modeled as an autoregressive AR (1) process is considered. We propose an optimal algorithm in mean square error sense by using difference method to eliminate the unknown inputs. Moreover, we consider the state estimation for multisensor dynamic systems with unknown inputs. It is proved that the distributed fused state estimate is equivalent to the centralized Kalman filtering using all sensor measurement; therefore, it achieves the best performance. The computation complexity of the traditional augmented state algorithm increases with the augmented state dimension. While, the new algorithm shows good performance with much less computations compared to that of the traditional augmented state algorithms. Moreover, numerical examples show that the performances of the traditional algorithms greatly depend on the initial value of the unknown inputs, if the estimation of initial value of the unknown input is largely biased, the performances of the traditional algorithms become quite worse. However, the new algorithm still works well because it is independent of the initial value of the unknown input.

Kalman filtering under unknown inputs and norm constraints

Automatica ◽  
2021 ◽  
Vol 133 ◽  
pp. 109871
Author(s):  
He Kong ◽  
Mao Shan ◽  
Salah Sukkarieh ◽  
Tianshi Chen ◽  
Wei Xing Zheng
Keyword(s):  
Kalman Filtering ◽  
Unknown Inputs

The joint optimal filtering and fault detection for multi-rate sensor fusion under unknown inputs

2016 ◽  
Vol 29 ◽  
pp. 57-67 ◽  
Author(s):  
Hang Geng ◽  
Yan Liang ◽  
Feng Yang ◽  
Linfeng Xu ◽  
Quan Pan
Keyword(s):  
Fault Detection ◽  
Sensor Fusion ◽  
Optimal Filtering ◽  
Unknown Inputs ◽  
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