Design of an unscented unknown input filter with interacting multiple model algorithm

The paper deals with the problem of designing an unknown input filter for non-linear discrete-time stochastic systems. In particular, it is shown how to design an unknown input filter for a single (constant) unknown input distribution matrix. Subsequently, the interacting multiple model algorithm is employed to tackle the problem of selecting an appropriate unknown input distribution matrix from a predefined set. The final part of the paper shows an illustrative example, which confirms the effectiveness of the proposed approach.