@article{1f41276422ed4408b03cfad7cba461ba,
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.",
author = "Hunmin Kim and Pinyao Guo and Minghui Zhu and Peng Liu",
note = "Funding Information: Peng Liu received his BS and MS degrees from the University of Science and Technology of China, and his Ph.D. from George Mason University in 1999. Dr. Liu is the Raymond G. Tronzo, M.D. Professor of Cybersecurity, founding Director of the Center for Cyber-Security, Information Privacy, and Trust, and founding Director of the Cyber Security Lab at Penn State University. His research interests are in all areas of computer security. He has published numerous papers in top conferences and journals. His research has been sponsored by NSF, ARO, AFOSR, DARPA, DHS, DOE, AFRL, NSA, TTC, CISCO, and HP. He has served as a program (co-)chair or general (co-)chair for over 10 international conferences (e.g., Asia CCS 2010) and workshops (e.g., MTD 2016). He chaired the Steering Committee of SECURECOMM during 2008–14. He has served in over 100 program committees and reviewed papers for numerous journals. He is an associate editor for IEEE TDSC. He is a recipient of the DOE Early Career Principal Investigator Award. He has co-led the effort to make Penn State an NSA-certified National Center of Excellence in Information Assurance Education and Research. He has advised or co-advised over 35 Ph.D. dissertations to completion. Funding Information: This work is partially supported by the National Science Foundation, USA (CNS-1505664). The material in this paper was partially presented at the 2017 American Control Conference, May 24?26, 2017, Seattle, WA, USA. This paper was recommended for publication in revised form by Associate Editor Andrea Garulli under the direction of Editor Torsten S?derstr?m Funding Information: Minghui Zhu is an Associate Professor in the School of Electrical Engineering and Computer Science at the Pennsylvania State University. Prior to joining Penn State in 2013, he was a postdoctoral associate in the Laboratory for Information and Decision Systems at the Massachusetts Institute of Technology. He received Ph.D. in Engineering Science (Mechanical Engineering) from the University of California, San Diego in 2011. His research interests lie in distributed control and decision-making of multi-agent networks with applications in robotic networks, security and the smart grid. He is the co-author of the book “Distributed optimization-based control of multi-agent networks in complex environments” (Springer, 2015). He is a recipient of the Dorothy Quiggle Career Development Professorship in Engineering at Penn State in 2013, the award of Outstanding Reviewer of Automatica in 2013 and 2014, and the National Science Foundation CAREER award in 2019. He is an associate editor of the Conference Editorial Board of the IEEE Control Systems Society. Publisher Copyright: {\textcopyright} 2019 Elsevier Ltd",
year = "2020",
month = jan,
doi = "10.1016/j.automatica.2019.108588",
language = "English (US)",
volume = "111",
journal = "Automatica",
issn = "0005-1098",
publisher = "Elsevier Limited",
}