Simultaneous input and state estimation for stochastic nonlinear systems with additive unknown inputs

Hunmin Kim, Pinyao Guo, Minghui Zhu, Peng Liu

Research output: Contribution to journalArticle


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.

Original languageEnglish (US)
Article number108588
StatePublished - Jan 2020


All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Electrical and Electronic Engineering

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