This paper establishes a connection between the unknown input observer problem (also known as the exact input-decoupling filtering problem) and the Kalman filtering problem. Such a connection leads to a better understanding of filtering. As a consequence of this, tools for the analysis as well as synthesis of filters can be developed. Moreover, such tools can be utilized to establish performance limitations of Kalman filtering as related to the structural properties of the given system.
|Title of host publication||Proceedings 2004 American Control Conference, Boston MA, USA, June 30-July 2, 2004|
|Place of Publication||Piscataway NJ, USA|
|Publisher||Institute of Electrical and Electronics Engineers|
|Publication status||Published - 2004|