Simultaneous input and state estimation with a delay

Sze Zheng Yong, Minghui Zhu, Emilio Frazzoli

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

    14 Citations (Scopus)

    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
    CountryJapan
    CityOsaka
    Period12/15/1512/18/15

    Fingerprint

    Stochastic systems
    State Estimation
    State estimation
    Unbiased variance
    Unknown Inputs
    Detectability
    Minimum Variance
    Recursive Algorithm
    Discrete-time Systems
    Stochastic Systems
    Estimator
    Estimate

    All Science Journal Classification (ASJC) codes

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

    Cite this

    Yong, S. Z., Zhu, M., & Frazzoli, E. (2015). Simultaneous input and state estimation with a delay. In 54rd IEEE Conference on Decision and Control,CDC 2015 (pp. 468-475). [7402244] (Proceedings of the IEEE Conference on Decision and Control; Vol. 54rd IEEE Conference on Decision and Control,CDC 2015). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2015.7402244
    Yong, Sze Zheng ; Zhu, Minghui ; Frazzoli, Emilio. / Simultaneous input and state estimation with a delay. 54rd IEEE Conference on Decision and Control,CDC 2015. Institute of Electrical and Electronics Engineers Inc., 2015. pp. 468-475 (Proceedings of the IEEE Conference on Decision and Control).
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    title = "Simultaneous input and state estimation with a delay",
    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.",
    author = "Yong, {Sze Zheng} and Minghui Zhu and Emilio Frazzoli",
    year = "2015",
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    doi = "10.1109/CDC.2015.7402244",
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    Yong, SZ, Zhu, M & Frazzoli, E 2015, Simultaneous input and state estimation with a delay. in 54rd IEEE Conference on Decision and Control,CDC 2015., 7402244, Proceedings of the IEEE Conference on Decision and Control, vol. 54rd IEEE Conference on Decision and Control,CDC 2015, Institute of Electrical and Electronics Engineers Inc., pp. 468-475, 54th IEEE Conference on Decision and Control, CDC 2015, Osaka, Japan, 12/15/15. https://doi.org/10.1109/CDC.2015.7402244

    Simultaneous input and state estimation with a delay. / Yong, Sze Zheng; Zhu, Minghui; Frazzoli, Emilio.

    54rd IEEE Conference on Decision and Control,CDC 2015. Institute of Electrical and Electronics Engineers Inc., 2015. p. 468-475 7402244 (Proceedings of the IEEE Conference on Decision and Control; Vol. 54rd IEEE Conference on Decision and Control,CDC 2015).

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

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    AU - Yong, Sze Zheng

    AU - Zhu, Minghui

    AU - Frazzoli, Emilio

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    Y1 - 2015/2/8

    N2 - 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.

    AB - 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.

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    DO - 10.1109/CDC.2015.7402244

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    Yong SZ, Zhu M, Frazzoli E. Simultaneous input and state estimation with a delay. In 54rd IEEE Conference on Decision and Control,CDC 2015. Institute of Electrical and Electronics Engineers Inc. 2015. p. 468-475. 7402244. (Proceedings of the IEEE Conference on Decision and Control). https://doi.org/10.1109/CDC.2015.7402244