A general extended Kalman filter for simultaneous estimation of system and unknown inputs

@inproceedings{Pan2016AGE,
  title={A general extended Kalman filter for simultaneous estimation of system and unknown inputs},
  author={Shuwen Pan and Duo Xiao and Shutao Xing and S. S. Law and Pengying Du and Yanjun Li},
  year={2016}
}
Abstract The traditional Extended Kalman filter (EKF) is a useful tool for structural parameter identification with limited observations. It is, however, not applicable when the excitations on the structure are unknown or the excitation locations are not monitored. A novel Extended Kalman filter approach referred to as the General Extended Kalman filter with unknown inputs (GEKF-UI) is proposed to estimate the structural parameters and the unknown excitations (inputs) simultaneously. The… CONTINUE READING

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