Unbiased minimum-variance disturbance and state estimation for linear systems with both state and output disturbances

Jian Zhang

International Journal of Systems Science, 2025, vol. 56, issue 1, 98-107

Abstract: This paper addresses the problem of simultaneously estimating the states, the state disturbances and the output disturbances of a linear time variant system. The objective is to develop a simple but optimal filter in the unbiased minimum-variance sense without depending extra complex system decomposition transformation. The derived filter bases on the assumption that no prior knowledge about the dynamical evolution of these disturbances is available.

Date: 2025
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DOI: 10.1080/00207721.2024.2388806

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