Simultaneous input and state estimation for stochastic nonlinear systems with additive unknown inputs

• Autores: Hunmin Kim, Pinyao Guo-, Minghui Zhu, Peng Liu
• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Nº. 111, 2020
• Idioma: inglés
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• Resumen

  • This paper investigates simultaneous input and state estimation for a class of nonlinear stochastic systems. We propose a recursive filter to concurrently estimate system states and unknown inputs. We show that the estimation errors of the proposed filter are Practically Exponentially Stable in probability, and the estimation error covariance matrices are uniformly bounded.