Inverse Kalman filtering problems for discrete-time systems

• Main Authors: Li, Yibei, Wahlberg, Bo, Hu, Xiaoming, Xie, Lihua
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2024
• Subjects: Engineering; Inverse filtering; Kalman filter
• Online Access: https://hdl.handle.net/10356/178696
• Institution: Nanyang Technological University

In this paper, several inverse Kalman filtering problems are addressed, where unknown parameters and/or inputs in a filtering model are reconstructed from observations of the posterior estimates that can be noisy or incomplete. In particular, duality in inverse filtering and inverse optimal control...