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ON ESTIMATION FOR UNKNOWN INPUTS
Fuwen Yang* and Y. S. Hung§
* Department of Electrical Engineering, Fuzhou University, Fuzhou 350002, P.R. China.
email: fwyang@fzu.edu.cn
§ Department of Electrical and Electronic Engineering, The University of Hong Kong
Pokfulam Road, Hong Kong. email: yshung@eee.hku.hk
The problem of unknown input estimation is considered in this paper. The problem can be viewed as a two-player zero-sum dynamic difference game. A game-theoretic approach that incorporates maximum principle arguments is adopted to solve this problem. The unknown input estimation is derived in terms of one discrete difference Riccati equation which is of a form suitable for recursive computation in online applications.
Keywords: unknown input; game-theoretic approach; maximum principle; discrete difference Riccati equation; estimation
Session slot T-Th-M21: Posters of Design Methods and Optimal Control/Area code 2b : Linear Systems
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