Adaptive Modified Input and State Estimation for Linear Discrete-Time System with Unknown Inputs

摘要

This paper is concerned with the problem of simultaneously estimating the state and the input of a linear discrete-time system. In order to improve the accuracy of estimation, a reasonable assumption about the unknown input is proposed. Based on this assumption, a modified input estimation is obtained, and then the optimal state estimation is derived strictly. Moreover, in order to effectively deal with the possible saltations of the unknown input, an adaptive estimation method is also developed. Simulation results illustrate the effectiveness and applicability of the proposed approach.