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Journal Articles Automatica Year : 2019

A maximum likelihood estimator for switching linear systems with unknown inputs

Abstract

This paper investigates the construction of an estimator for switching linear systems with unknown inputs (UI) and Gaussian noises, in the case of unknown switching sequence. First, a maximum-likelihood switching sequence estimator is constructed. Then, both state and UI estimators are proposed. An example illustrates the theoretical contributions.
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Dates and versions

hal-02184492 , version 1 (11-06-2020)

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Luc Meyer, Dalil Ichalal, Vincent Vigneron. A maximum likelihood estimator for switching linear systems with unknown inputs. Automatica, 2019, 108, pp.108490. ⟨10.1016/j.automatica.2019.07.003⟩. ⟨hal-02184492⟩
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