The problem of constructing state estimations for linear non-stationary dynamic systems with discrete time is considered for a model with unknown input. A non-stationary filtering algorithm with compensation for the constant component and estimation of the unknown changing input component by the least squares method is suggested. Results of statistical simulation are presented. The algorithm can be used for solving problems of processing information obtained as a result of observations over physical processes.
Similar content being viewed by others
References
R. E. Kalman and R. Busy, Trans. ASME, J. Basic Eng., 83, 95–108 (1961).
B. Friedland, IEEE Trans. Automat. Contr., AC-14, 359–367 (1969).
J. Chen and R. J. Patton, IEE Proc. Control Theory Appl., 143, 31–36 (1996).
M. Darouach, M. Zasadzinski, and S. J. Xu, IEEE Trans. Automat. Contr., AC-39, 606 (1999).
M. Darouach, M. Zasadzinski, and M. Boutayeb, Automatica, 39, 867–876 (2003).
D. Janczak and Y. Grishin, Control and Cybernetics, 35 (4), 851–862 (2006).
S. Gillijns and B. Moor, Automatica, 43, 111–116 (2007).
C.-S. Hsieh, Asian J. Control, 12, No. 4, 510–523 (2010).
G. M. Koshkin and V. I. Smagin, in: Proc. 10th Int. Conf. on Digital Technologies, Žilina (2014), pp. 120–124.
M. Witczak, Fault Diagnosis and Fault-Tolerant Control Strategies for Non-Linear Systems. Lecture Notes in Electrical Engineering, Switzerland, Springer International Publishing, Cham (2014), pp. 19–56.
F. Ben Hmida, K. Khemiri, J. Ragot, and M. Gossa, Math. Probl. Eng., 2010, 1–24 (2010).
S. V. Smagin, Avtometriya, 45, No. 6, 29–37 (2009).
V. I. Smagin and S. V. Smagin, Vestn. Tomsk. Gosud. Univ. Upravl., Vychisl. Tekh. i Inform., No. 3(16), 43–51 (2011).
V. I. Smagin, Russ. Phys. J., 57, No. 5, 682–690 (2014).
A. A. Amosov and V. V. Kolpakov, Probl. Pered. Inform., No. 1, 3–15 (1972).
Author information
Authors and Affiliations
Corresponding author
Additional information
Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 7, pp. 122–127, July, 2015.
Rights and permissions
About this article
Cite this article
Smagin, V.I. State Estimation for Nonstationary Discrete Systems with Unknown Input Using Compensations. Russ Phys J 58, 1010–1017 (2015). https://doi.org/10.1007/s11182-015-0602-x
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11182-015-0602-x