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Due to the unknown or not monitored excitations on the structure, a novel General Extended Kalman filter with unknown inputs (GEKF-UI) was proposed to successfully estimate the structural parameters and the unknown excitations (inputs) simultaneously. The proposed GEKF-UI gives an analytical EKF solution dealing with the more general measurement scenarios with the existing EKF methods as its special...
For the descriptor system with unknown noise variances, the self-tuning full-order Kalman filter with self-tuning descriptor Riccati equation is presented. Firstly, the fused estimates of these unknown noise variances can be obtained by the correlation function method. Then, substituting these fused estimates into the recursive Kalman filter with descriptor Riccati equation yields the self-tuning...
This note is concerned with the linear estimation problems for discrete-time systems where the measurements are subject to random time delay and packet drop. Due to the time stamping being assumed to be unavailable in this paper, the estimation problems for such systems are very difficult because the information of the received measurements is not exactly known in most cases. To overcome the difficulty...
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