Title
Simultaneous input and state estimation for stochastic nonlinear systems with additive unknown inputs
Abstract
This paper investigates simultaneous input and state estimation for a class of nonlinear stochastic systems. We propose a recursive filter to concurrently estimate system states and unknown inputs. We show that the estimation errors of the proposed filter are Practically Exponentially Stable in probability, and the estimation error covariance matrices are uniformly bounded.
Year
DOI
Venue
2020
10.1016/j.automatica.2019.108588
Automatica
Keywords
Field
DocType
Nonlinear systems,Stochastic systems,State estimation,Input estimation,Filtering algorithm
Nonlinear system,Control theory,Matrix (mathematics),Uniform boundedness,Exponential stability,Recursive filter,Mathematics,Covariance
Journal
Volume
Issue
ISSN
111
1
0005-1098
Citations 
PageRank 
References 
0
0.34
0
Authors
4
Name
Order
Citations
PageRank
Hunmin Kim100.34
Pinyao Guo2244.66
Minghui Zhu34412.11
P. Liu437841.58