Identifiability Analysis of Noise Covariances for LTI Stochastic Systems with Unknown Inputs

He Kong1; Salah Sukkarieh2; Travis J. Arnold3; Tianshi Chen4; Biqiang Mu5; Wei Xing Zheng6

2022

10.1109/TAC.2022.3208338

IEEE Transactions on Automatic Control   影响因子和分区

2334-3303

Estimation Arbitrary unknown input Kalman filter Noise covariance estimation

EI ; SCI

第一

20224112869707

Bandpass filters ; Estimation ; Kalman filters ; Latexes ; Linear systems ; Spurious signal noise ; Time series analysis

Electric Filters:703.2 ; Control Systems:731.1 ; Colloid Chemistry:801.3 ; Mathematics:921 ; Mathematical Statistics:922.2 ; Systems Science:961

ENGINEERING

IEEE

1.Guangdong Provincial Key Laboratory of Human-Augmentation and Rehabilitation Robotics in Universities, SUSTech, Shenzhen, China
2.Sydney Institute for Robotics and Intelligent Systems, The University of Sydney, NSW, Australia
3.independent researcher, Madison, WI, USA
4.School of Data Science and Shenzhen Research Institute of Big Data, The Chinese University of Hong Kong, Shenzhen, China
5.Key Laboratory of Systems and Control, Institute of Systems Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing, China
6.School of Computer, Data and Mathematical Sciences, Western Sydney University, Sydney, NSW, Australia

He Kong,Salah Sukkarieh,Travis J. Arnold,et al. Identifiability Analysis of Noise Covariances for LTI Stochastic Systems with Unknown Inputs[J]. IEEE Transactions on Automatic Control,2022,PP(99):1-8.

He Kong,Salah Sukkarieh,Travis J. Arnold,Tianshi Chen,Biqiang Mu,&Wei Xing Zheng.(2022).Identifiability Analysis of Noise Covariances for LTI Stochastic Systems with Unknown Inputs.IEEE Transactions on Automatic Control,PP(99),1-8.

He Kong,et al."Identifiability Analysis of Noise Covariances for LTI Stochastic Systems with Unknown Inputs".IEEE Transactions on Automatic Control PP.99(2022):1-8.