Simultaneous input and state estimation with a delay

Sze Yong, Minghui Zhu, Emilio Frazzoli

Research output: Chapter in Book/Report/Conference proceedingConference contribution

24 Scopus citations


In this paper, we present recursive algorithms for linear discrete-time stochastic systems that simultaneously estimate the states and unknown inputs in an unbiased minimum-variance sense with a delay. By allowing potential delays in state estimation, the stricter assumptions in a previous work [1] can be relaxed. Moreover, we show that a system property known as strong detectability plays a key role in the existence and stability of the asymptotic estimator with a delay we propose.

Original languageEnglish (US)
Title of host publication54rd IEEE Conference on Decision and Control,CDC 2015
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages8
ISBN (Electronic)9781479978861
StatePublished - Feb 8 2015
Externally publishedYes
Event54th IEEE Conference on Decision and Control, CDC 2015 - Osaka, Japan
Duration: Dec 15 2015Dec 18 2015


Other54th IEEE Conference on Decision and Control, CDC 2015

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization


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