Some results on simultaneous input and state estimation for linear systems

Xinmin Song, Wei Xing Zheng

Research output: Chapter in Book / Conference PaperConference Paperpeer-review

2 Citations (Scopus)

Abstract

![CDATA[This paper is concerned with the problem of simultaneous input and state estimation for linear discrete-time systems with missing measurements. First, in order to simultaneously estimate the input and state in the sense of unbiased minimum variance, a recursive estimator is designed in terms of one Lyapunov equation and one Riccati equation. Then some mild conditions for the existence of the infinite horizon estimator are presented. Finally, a simulation example is provided to illustrate the effectiveness of the proposed approach.]]
Original languageEnglish
Title of host publicationProceedings of the 18th IFAC Symposium on System Identification (SYSID 2018), Stockholm, Sweden, 9–11 July 2018
PublisherElsevier
Pages49-54
Number of pages6
DOIs
Publication statusPublished - 2018
EventIFAC Symposium on System Identification -
Duration: 9 Jul 2018 → …

Publication series

Name
ISSN (Print)2405-8963

Conference

ConferenceIFAC Symposium on System Identification
Period9/07/18 → …

Keywords

  • Lyapunov functions
  • Riccati equation
  • estimation theory
  • linear systems

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