Simultaneous input and state estimation with a delay

Sze Zheng Yong, Minghui Zhu, Emilio Frazzoli

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    23 Scopus citations

    Abstract

    In this paper, we present recursive algorithms for linear discrete-time stochastic systems that simultaneously estimate the states and unknown inputs in an unbiased minimum-variance sense with a delay. By allowing potential delays in state estimation, the stricter assumptions in a previous work [1] can be relaxed. Moreover, we show that a system property known as strong detectability plays a key role in the existence and stability of the asymptotic estimator with a delay we propose.

    Original languageEnglish (US)
    Title of host publication54rd IEEE Conference on Decision and Control,CDC 2015
    PublisherInstitute of Electrical and Electronics Engineers Inc.
    Pages468-475
    Number of pages8
    ISBN (Electronic)9781479978861
    DOIs
    StatePublished - Feb 8 2015
    Event54th IEEE Conference on Decision and Control, CDC 2015 - Osaka, Japan
    Duration: Dec 15 2015Dec 18 2015

    Publication series

    NameProceedings of the IEEE Conference on Decision and Control
    Volume54rd IEEE Conference on Decision and Control,CDC 2015
    ISSN (Print)0743-1546

    Other

    Other54th IEEE Conference on Decision and Control, CDC 2015
    Country/TerritoryJapan
    CityOsaka
    Period12/15/1512/18/15

    All Science Journal Classification (ASJC) codes

    • Control and Systems Engineering
    • Modeling and Simulation
    • Control and Optimization

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