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http://dx.doi.org/10.5302/J.ICROS.2014.13.1980

Unknown Input Estimation using the Optimal FIR Smoother  

Kwon, Bo-Kyu (The Department of Control and Instrumentation Engineering, Kangwon National University)
Publication Information
Journal of Institute of Control, Robotics and Systems / v.20, no.2, 2014 , pp. 170-174 More about this Journal
Abstract
In this paper, an unknown input estimation method via the optimal FIR smoother is proposed for linear discrete-time systems. The unknown inputs are represented by random walk processes and treated as auxiliary states in augmented state space models. In order to estimate augmented states which include unknown inputs, the optimal FIR smoother is applied to the augmented state space model. Since the optimal FIR smoother is unbiased and independent of any a priori information of the augmented state, the estimates of each unknown input are independent of the initial state and of other unknown inputs. Moreover, the proposed method can be applied to stochastic singular systems, since the optimal FIR smoother is derived without the assumption that the system matrix is nonsingular. A numerical example is given to show the performance of the proposed estimation method.
Keywords
unknown input estimation; optimal FIR smoother; linear discrete-time system;
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