Non-asymptotic state estimation for a class of linear time-varying systems with unknown inputs

D. Y. Liu, T. M. Laleg-Kirati, W. Perruquetti, O. Gibaru

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

15 Scopus citations

Abstract

In this paper, we extend the modulating functions method to estimate the state and the unknown input of a linear time-varying system defined by a linear differential equation. We first estimate the unknown input by taking a truncated Jacobi orthogonal series expansion with unknown coefficients which can be estimated by the modulating functions method. Then, we estimate the state by using extended modulating functions and the estimated input. Both input and state estimators are given by exact integral formulae involving modulating functions and the noisy output. Hence, estimations at different instants can be non-asymptotically obtained using a sliding window of finite length. Numerical results are given to show the accuracy and the robustness of the proposed estimators against corrupting noises.

Original languageEnglish (US)
Title of host publication19th IFAC World Congress IFAC 2014, Proceedings
EditorsEdward Boje, Xiaohua Xia
PublisherIFAC Secretariat
Pages3732-3738
Number of pages7
ISBN (Electronic)9783902823625
DOIs
StatePublished - Jan 1 2014
Event19th IFAC World Congress on International Federation of Automatic Control, IFAC 2014 - Cape Town, South Africa
Duration: Aug 24 2014Aug 29 2014

Publication series

NameIFAC Proceedings Volumes (IFAC-PapersOnline)
Volume19
ISSN (Print)1474-6670

Other

Other19th IFAC World Congress on International Federation of Automatic Control, IFAC 2014
CountrySouth Africa
CityCape Town
Period08/24/1408/29/14

Keywords

  • Linear time-varying systems
  • Modulating functions method
  • Non-asymptotic estimation
  • State estimation
  • Unknown input

ASJC Scopus subject areas

  • Control and Systems Engineering

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