Simultaneous input and state estimation with a delay

  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)},
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. 
Highly Cited
This paper has 20 citations. REVIEW CITATIONS

From This Paper

Figures, tables, and topics from this paper.


Publications citing this paper.
Showing 1-10 of 12 extracted citations


Publications referenced by this paper.
Showing 1-10 of 23 references

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
Highly Influential
10 Excerpts

Similar Papers

Loading similar papers…