Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs

@article{Hsieh2009ExtensionOU,
  title={Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs},
  author={Chien-Shu Hsieh},
  journal={Automatica},
  year={2009},
  volume={45},
  pages={2149-2153}
}
This paper extends the existing results on joint input and state estimation to systems with arbitrary unknown inputs. The objective is to derive an optimal filter in the general case where not only unknown inputs affect both the system state and the output, but also the direct feedthrough matrix has arbitrary rank. The paper extends both the results of Gillijns and De Moor [Gillijns, S., & De Moor, B. (2007b). Unbiasedminimum-variance input and state estimation for linear discrete-time systems… CONTINUE READING
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On the optimality of recursive unbiased state estimation with unknown inputs

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