@inproceedings{3094be21c9234d798f220a3dd6598056,
title = "Non-asymptotic state estimation for a class of linear time-varying systems with unknown inputs",
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.",
keywords = "Linear time-varying systems, Modulating functions method, Non-asymptotic estimation, State estimation, Unknown input",
author = "Liu, {D. Y.} and Laleg-Kirati, {T. M.} and W. Perruquetti and O. Gibaru",
note = "Publisher Copyright: {\textcopyright} IFAC.; 19th IFAC World Congress on International Federation of Automatic Control, IFAC 2014 ; Conference date: 24-08-2014 Through 29-08-2014",
year = "2014",
doi = "10.3182/20140824-6-za-1003.02036",
language = "English (US)",
series = "IFAC Proceedings Volumes (IFAC-PapersOnline)",
publisher = "IFAC Secretariat",
pages = "3732--3738",
editor = "Edward Boje and Xiaohua Xia",
booktitle = "19th IFAC World Congress IFAC 2014, Proceedings",
address = "Austria",
}