Conference Papers Year : 2018

Unbiased Filtering for State and Unknown Input with Delay

Federica Garin
Sebin Gracy
  • Function : Author
  • PersonId : 13383
  • IdHAL : sebin-gracy
Alain Kibangou

Abstract

In this paper, we consider linear network systems with unknown inputs. We present an unbiased recursive algorithm that simultaneously estimates states and inputs. We focus on delay-left invertible systems with intrinsic delay l ≥ 1, where the input reconstruction is possible only by using outputs up to l time steps later in the future. By showing an equivalence with a descriptor system, we state conditions under which the time-varying filter converges to a stationary stable filter, involving the solution of a discrete-time algebraic Riccati equation.
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Dates and versions

hal-01850957 , version 1 (09-08-2018)

Identifiers

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Federica Garin, Sebin Gracy, Alain Kibangou. Unbiased Filtering for State and Unknown Input with Delay. NecSys 2018 - 7th IFAC Workshop on Distributed Estimation and Control in Networked Systems, IFAC, Aug 2018, Groningen, Netherlands. pp.1-6, ⟨10.1016/j.ifacol.2018.12.059⟩. ⟨hal-01850957⟩
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