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The problem of joint input and state estimation is discussed in this paper for linear discrete-time stochastic systems. By minimizing an objective function of weighted least squares estimation with respect to the states and unknown inputs, a recursive filter approach referred to as General Kalman filter with unknown inputs (GKF-UI) is obtained. It is shown that the proposed GKF-UI approach covers...
An approach to estimate the remaining useful life (RUL) by Echo State Network (ESN) is presented, which is a new paradigm in recurrent neural network (RNN). ESN randomly establishes a large sparse reservoir to replace the hidden layer of RNN, which overcomes the shortcomings of complicated computing, difficulties in determining the network topology of traditional RNN. An ESN sub-models strategy composed...
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