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On stable simultaneous input and state estimation for discrete‐time linear systems
Author(s) -
Fang Huazhen,
Shi Yang,
Yi Jingang
Publication year - 2011
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.1230
Subject(s) - riccati equation , stability (learning theory) , discrete time and continuous time , computer science , control theory (sociology) , state (computer science) , linear system , mathematical optimization , estimation , variance (accounting) , algebraic riccati equation , mathematics , algorithm , differential equation , engineering , control (management) , statistics , systems engineering , accounting , artificial intelligence , business , mathematical analysis , machine learning
Abstract This work is devoted to solving simultaneous input and state estimation (SISE) problem for discrete‐time linear systems. Our aim is to develop stable SISE algorithms. By applying the minimum variance unbiased estimation technique, we derive two SISE algorithms in the presence or absence of direct feedthrough, respectively. Riccati‐like equations are formulated and presented to analyze the stability conditions of the proposed algorithms. Simulation examples are provided to further illustrate the effectiveness of the proposed algorithms and support the theoretical findings. Copyright © 2011 John Wiley & Sons, Ltd.