Simultaneous input and state estimation for linear time-invariant continuous-time stochastic systems with unknown inputs.
Sze Zheng YongMinghui ZhuEmilio FrazzoliPublished in: ACC (2015)
Keyphrases
- state estimation
- stochastic systems
- dynamic systems
- linear time invariant
- dynamical systems
- particle filter
- kalman filter
- stochastic models
- complex systems
- kalman filtering
- visual tracking
- sample path
- markov chain
- stochastic processes
- feedback control
- optimal control
- confidence intervals
- machine learning
- state space
- particle filtering