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