Simultaneous input and state estimation with a delay

Sze Zheng Yong; Minghui Zhu; Emilio Frazzoli

doi:10.1109/CDC.2015.7402244

Simultaneous input and state estimation with a delay

Sze Zheng Yong, Minghui Zhu, Emilio Frazzoli

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

29 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 language	English (US)
Title of host publication	54rd IEEE Conference on Decision and Control,CDC 2015
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	468-475
Number of pages	8
ISBN (Electronic)	9781479978861
DOIs	https://doi.org/10.1109/CDC.2015.7402244
State	Published - Feb 8 2015
Externally published	Yes
Event	54th IEEE Conference on Decision and Control, CDC 2015 - Osaka, Japan Duration: Dec 15 2015 → Dec 18 2015

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
Volume	54rd IEEE Conference on Decision and Control,CDC 2015
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Other

Other	54th IEEE Conference on Decision and Control, CDC 2015
Country/Territory	Japan
City	Osaka
Period	12/15/15 → 12/18/15

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Access to Document

10.1109/CDC.2015.7402244

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). Article 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

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 proceeding › Conference contribution

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

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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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ER -

Simultaneous input and state estimation with a delay

Abstract

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ASJC Scopus subject areas

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