TENCON 2006 - 2006 IEEE Region 10 Conference 2006
DOI: 10.1109/tencon.2006.344113
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Optimal Filtering for Systems with Unknown Inputs Via Unbiased Minimum-Variance Estimation

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Cited by 13 publications
(29 citation statements)
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“…4, it can be seen that Kalman gives better estimation compared with UMVE. This is understandable because the derivation of UMVE, see Hsieh [20] only gives suboptimal estimation, it's estimation error is almost ten times compared with Kalman filter in state 2, and nearly the same in state 7. Output estimation result of UMVE is shown in Fig.…”
Section: Simulation Resultsmentioning
confidence: 91%
See 1 more Smart Citation
“…4, it can be seen that Kalman gives better estimation compared with UMVE. This is understandable because the derivation of UMVE, see Hsieh [20] only gives suboptimal estimation, it's estimation error is almost ten times compared with Kalman filter in state 2, and nearly the same in state 7. Output estimation result of UMVE is shown in Fig.…”
Section: Simulation Resultsmentioning
confidence: 91%
“…This broad class of estimators or observers known as 'unknown-input' estimator. Several efforts have been spent to develop UIE [19] and here we will adopt the approach presented in [20]. To compute the state and disturbance estimations, the EPAS dynamic is first transferred to discrete time.…”
Section: Unknown Input Estimatormentioning
confidence: 99%
“…It is known that the optimal linear unbiased filter for system (37)-(38) under the assumption that the obtained filter z k is not affected by the unknown inputs d k is given by the optimal unbiased minimum-variance filter (OUMVF) [23]. However, the unbiasedness constraints in the OUMVF may be too restricted to be applied, and hence they may result in filtering performance degradation problems.…”
Section: Problem Formulationmentioning
confidence: 99%
“…It is known that the optimal filtering for systems with unknown inputs that have arbitrary statistics and affect both the system model and the measurements has played a significant role in many applications, e.g., geophysical and environmental applications [19] and fault detection and isolation problems [20]. There are many approaches in the literature to solve this kind of problem, e.g., the unbiased minimum-variance estimation [19]- [23], the equivalent system description method [24], the state estimation technique for descriptor systems [25], and the parameterized minimum-variance filtering (PMVF) [26]. In this paper, we shall show how to apply the PMVF to solve the considered NCS that has incurred parametric uncertainty and control failure problems.…”
Section: Introductionmentioning
confidence: 99%
“…This paper considers the optimal filtering for systems with unknown inputs that affect both the system model and the measurements via unbiased minimum-variance estimation. In an early paper [8], we proposed the optimal unbiased minimumvariance filter (OUMVF) through which the direct relationship between the first two approaches is clearly illustrated. Specifically, the relationships with the existing literature results, i.e., [2], [6], are addressed.…”
Section: Introductionmentioning
confidence: 99%