Journal of Institute of Control, Robotics and Systems (제어로봇시스템학회논문지)

Institute of Control, Robotics and Systems (제어로봇시스템학회)
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Unknown Input Estimation using the Optimal FIR Smoother

최적 유한 임펄스 응답 평활기를 이용한 미지 입력 추정 기법

  • Kwon, Bo-Kyu (The Department of Control and Instrumentation Engineering, Kangwon National University)
  • 권보규 (강원대학교 제어계측공학과)
  • Received : 2013.11.05
  • Accepted : 2013.11.26
  • Published : 2014.02.01
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Abstract

In this paper, an unknown input estimation method via the optimal FIR smoother is proposed for linear discrete-time systems. The unknown inputs are represented by random walk processes and treated as auxiliary states in augmented state space models. In order to estimate augmented states which include unknown inputs, the optimal FIR smoother is applied to the augmented state space model. Since the optimal FIR smoother is unbiased and independent of any a priori information of the augmented state, the estimates of each unknown input are independent of the initial state and of other unknown inputs. Moreover, the proposed method can be applied to stochastic singular systems, since the optimal FIR smoother is derived without the assumption that the system matrix is nonsingular. A numerical example is given to show the performance of the proposed estimation method.

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References

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