Abstract
Abstract In this paper, we consider linear network systems with unknown inputs. We present an unbiased recursive algorithm that simultaneously estimates states and inputs. We focus on delay-l left invertible systems with intrinsic delay l ≥ 1, where the input reconstruction is possible only by using outputs up to l time steps later in the future. By showing an equivalence with a descriptor system, we state conditions under which the time-varying filter converges to a stationary stable filter, involving the solution of a discrete-time algebraic Riccati equation.
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