|제목(국문)||최적 유한 임필스 응답 평활기를 이용한 미지 입력 추정 기법|
|제목(영문)||Unknown Input Esttmatton using the Optimal FIR Smoother|
In this paper, an unknown input estimation method via the optimal FIR smoother is proposed for linear discrete-time systems. The unknown inputs are represented by random walk processes and treated as auxiliary states in augmented state space models. In order to estimate augmented states which include unknown inputs, the optimal FIR smoother is applied to the augmented state space model. Since the optimal FIR smoother is unbiased and independent of any a priori information of the au^nented state, the estimates of each unknown input are independent of the initial state and of other unknown inputs. Moreover, the proposed method can be applied to stochastic singular systems, since the optimal FIR smoother is derived without the assumption that the system matrix is nonsingular. A numerical example is given to show the perforaiance of the proposed estimation method.
|keyword||unknown input estimation, optimal FIR smoother, linear discrete-time system|