Kalman Filter for Discrete-Time Stochastic Linear Systems Subject to Intermittent Unknown Inputs

J.Y. Keller; Dominique Sauter

doi:10.1109/tac.2013.2264739

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Kalman Filter for Discrete-Time Stochastic Linear Systems Subject to Intermittent Unknown Inputs

J.Y. Keller Dominique Sauter

Year: 2013 Journal: IEEE Transactions on Automatic Control Vol: 58 (7)Pages: 1882-1887 Publisher: Institute of Electrical and Electronics Engineers

DOI: 10.1109/tac.2013.2264739

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Abstract

International audience

Keywords:

Kalman filter Control theory (sociology) Linear system Covariance matrix Covariance Discrete time and continuous time Computer science Invariant extended Kalman filter TRACE (psycholinguistics) Constraint (computer-aided design) Extended Kalman filter Mathematics Upper and lower bounds Mathematical optimization Algorithm Statistics Artificial intelligence Control (management)

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Fault Detection and Control Systems

Physical Sciences → Engineering → Control and Systems Engineering

Stability and Control of Uncertain Systems

Physical Sciences → Engineering → Control and Systems Engineering

Target Tracking and Data Fusion in Sensor Networks

Physical Sciences → Computer Science → Artificial Intelligence

Kalman Filter for Discrete-Time Stochastic Linear Systems Subject to Intermittent Unknown Inputs

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