@inproceedings{945bf12763e845f992130ed93d678e2c,
title = "Some results on simultaneous input and state estimation for linear systems",
abstract = "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.",
keywords = "Lyapunov functions, Riccati equation, estimation theory, linear systems",
author = "Xinmin Song and Zheng, {Wei Xing}",
year = "2018",
doi = "10.1016/j.ifacol.2018.09.089",
language = "English",
publisher = "Elsevier",
pages = "49--54",
booktitle = "Proceedings of the 18th IFAC Symposium on System Identification (SYSID 2018), Stockholm, Sweden, 9{\~A}¢€“11 July 2018",
note = "IFAC Symposium on System Identification ; Conference date: 09-07-2018",
}