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Journal > International Journal of Electrical and Computer Engineering (IJECE) > Recursive Least-Squares Estimation for the Joint Input-State Estimation of Linear Discrete Time Systems with Unknown Input

 

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International Journal of Electrical and Computer Engineering (IJECE)
Vol 5, No 2: April 2015
Recursive Least-Squares Estimation for the Joint Input-State Estimation of Linear Discrete Time Systems with Unknown Input
Bessaoudi, Talel ( Tunis University-ESSTT)
Ben Hmida, Fayçal ( Tunis University-ESSTT)
Article Info   ABSTRACT
Published date:
01 Apr 2015
 
This paper presents a recursive least-squares approach to estimate simultaneously the state and the unknown input of linear time varying discrete time systems with unknown input. The method is based on the assumption that no prior knowledge about the dynamical evolution of the input is available. The joint input and state estimation are obtained by recursive least-squares formulation by applying the inversion lemmas. The proposed filter is equivalent to recursive three step filter. To illustrate the performance of the proposed filter an example is given.
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