Inverse Kalman filtering problems for discrete-time systems

• المؤلفون الرئيسيون: Li, Yibei, Wahlberg, Bo, Hu, Xiaoming, Xie, Lihua
• مؤلفون آخرون: School of Electrical and Electronic Engineering
• التنسيق: مقال
• اللغة: English
• منشور في: 2024
• الموضوعات: Engineering; Inverse filtering; Kalman filter
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/178696

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...