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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Bibliographic Details
Main Authors: Li, Yibei, Wahlberg, Bo, Hu, Xiaoming, Xie, Lihua
Other Authors: School of Electrical and Electronic Engineering
Format: Journal Article
Language:English
Published: 2024
Subjects:
Online Access:https://hdl.handle.net/10356/178696