Optimal time-delayed joint input and state estimation for systems with unknown inputs

Author

Hsieh, Chien-Shu

Author_Institution

Dept. of Electr. Eng., Ta Hwa Inst. of Technol., Hsinchu, Taiwan

fYear

2009

fDate

15-18 Dec. 2009

Firstpage

4426

Lastpage

4431

Abstract

This paper addresses the time-delayed joint input and state estimation for discrete-time linear stochastic systems with unknown inputs. The objective is to derive an optimal joint (unknown) input and state delayed estimator to relax the unbiasedness conditions of the recently developed extended recursive three-step filter (ERTSF). The conventional rank condition for designing an unbiased minimum-variance state estimator for systems with unknown inputs can be relaxed through this new filter. The relationship with the existing literature results is also addressed. Illustrative examples are provided to verify the usefulness of the proposed results.

Keywords

delay systems; discrete time systems; linear systems; optimal control; recursive filters; state estimation; stochastic systems; discrete time linear stochastic systems; extended recursive three step filter; optimal time delayed joint input; state delayed estimator; unbiased minimum variance state estimator; Covariance matrix; Delay estimation; Fault detection; Filtering; Kalman filters; Recursive estimation; State estimation; Statistics; Stochastic systems; Yield estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on

Conference_Location

Shanghai

ISSN

0191-2216

Print_ISBN

978-1-4244-3871-6

Electronic_ISBN

0191-2216

Type

conf

DOI

10.1109/CDC.2009.5400460

Filename

5400460