Abstract

AbstractThis paper is concerned with the problem of joint input and state estimation for linear stochastic systems with direct feedthrough. Based on the fact that each unknown input between any two time steps is always bounded, a novel improved algorithm is proposed. Compared with existing results, this algorithm can effectively enhance estimation accuracy. Moreover, the stability of the algorithm is also discussed. Finally, an illustrative example is given to demonstrate the effectiveness of the proposed approach.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call