Simultaneous input and state estimation with a delay

@article{Yong2015SimultaneousIA,
  title={Simultaneous input and state estimation with a delay},
  author={Sze Zheng Yong and Minghui Zhu and Emilio Frazzoli},
  journal={2015 54th IEEE Conference on Decision and Control (CDC)},
  year={2015},
  pages={468-475}
}
In this paper, we present recursive algorithms for linear discrete-time stochastic systems that simultaneously estimate the states and unknown inputs in an unbiased minimum-variance sense with a delay. By allowing potential delays in state estimation, the stricter assumptions in a previous work [1] can be relaxed. Moreover, we show that a system property known as strong detectability plays a key role in the existence and stability of the asymptotic estimator with a delay we propose. 
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A unified filter for simultaneous input and state estimation of linear discrete-time stochastic systems

  • S. Z. Yong, M. Zhu, E. Frazzoli
  • Automatica, 2015. Provisionally accepted…
  • 2013
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