Unbiased minimum-variance estimation for systems with measurement-delay and unknown inputs

2018 ◽  
Author(s):  
Beibei Cui ◽  
Xinmin Song ◽  
Lin Tian
Keyword(s):  
Variance Estimation ◽  
Minimum Variance ◽  
Unknown Inputs ◽  
Measurement Delay ◽  
Minimum Variance Estimation

scholarly journals Unbiased Minimum Variance Estimation for Discrete-Time Systems with Measurement Delay and Unknown Measurement Disturbance

2018 ◽  
Vol 2018 ◽  
pp. 1-7
Author(s):  
Yu Guan ◽  
Xinmin Song
Keyword(s):  
Stochastic Systems ◽  
Variance Estimation ◽  
Minimum Variance ◽  
Limited Bandwidth ◽  
Measurement Delay ◽  
One Step ◽  
Reorganized Innovation ◽  
Innovation Analysis ◽  
Minimum Variance Estimation ◽  
Time Systems

This paper addresses the state estimation problem for stochastic systems with unknown measurement disturbances whose any prior information is unknown and measurement delay resulting from the inherent limited bandwidth. For such complex systems, the Kalman-like one-step predictor independent of unknown measurement disturbances is designed based on the linear unbiased minimum variance criterion and the reorganized innovation analysis approach. One simulation example shows the effectiveness of the proposed algorithms.

scholarly journals Extension of minimum variance estimation for systems with unknown inputs

Automatica ◽  
2003 ◽  
Vol 39 (5) ◽  
pp. 867-876 ◽  
Author(s):  
M. Darouach ◽  
M. Zasadzinski ◽  
M. Boutayeb
Keyword(s):  
Variance Estimation ◽  
Minimum Variance ◽  
Unknown Inputs ◽  
Minimum Variance Estimation
Sign in / Sign up

Export Citation Format

Share Document