DocumentCode
700579
Title
Optimal filtering with unknown inputs and reduced-order Kalman filter
Author
Keller, J.Y. ; Darouach, M.
Author_Institution
CRAN, Univ. de Nancy I, Nancy, France
fYear
1997
fDate
1-7 July 1997
Firstpage
878
Lastpage
883
Abstract
This paper presents a new reduced-order Kalman filter for discrete-time dynamic stochastic linear systems to estimate a part of the state when all the measurements are affected by noises. The noninteresting part of the state is treated as an unknown input not constrained to evolve in accordance with a dynamic equation.
Keywords
Kalman filters; discrete time filters; state estimation; stochastic processes; discrete-time dynamic stochastic linear systems; dynamic equation; optimal filtering; reduced-order Kalman filter; state estimation; unknown input; unknown inputs; Kalman filters; Mathematical model; Noise; Noise measurement; Observers; Stochastic systems; State estimation; reduced-order filter; stochastic system; unknown input;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 1997 European
Conference_Location
Brussels
Print_ISBN
978-3-9524269-0-6
Type
conf
Filename
7082209
Link To Document