Title :
Moving horizon estimation for discrete time linear systems with unknown inputs
Author :
Boulkroune, B. ; Darouach, M. ; Zasadzinski, M.
Author_Institution :
Centre de Rech. en Autom. de Nancy, Nancy-Univ., Cosnes et Romain, France
Abstract :
The Moving horizon approach is extended to a discrete linear systems with unknown inputs. The state and the unknown inputs are estimated via the optimal state estimation of singular systems. A numerical example is presented to illustrate the performance of the proposed filter.
Keywords :
discrete time systems; linear systems; state estimation; discrete linear systems; discrete time linear systems; moving horizon estimation; optimal state estimation; singular systems; unknown inputs; Kalman filters; Linear systems; Noise; Observers; Vectors;
Conference_Titel :
Control Conference (ECC), 2007 European
Conference_Location :
Kos
Print_ISBN :
978-3-9524173-8-6
