This paper proposes an Unknown Input Extended Kalman Filter (UIEKF) for stochastic non
linear systems affected by Gaussian noises and Unknown Inputs (UI) in both state and …

This technical note deals with the unscented Kalman filter for state estimation of nonlinear
stochastic dynamic systems with a special focus on the scaling parameter of the filter. Its …

The problem of joint input and state estimation is discussed in this paper for linear discrete-
time stochastic systems. By minimizing an objective function of weighted least squares …

In this paper, the extended Kalman filtering problem is investigated for a class of nonlinear
systems with multiple missing measurements over a finite horizon. Both deterministic and …

In this paper, the hybrid Kalman filter is designed for a class of special nonlinear systems
where the state equation is nonlinear and the measurement equation is linear. The …

This paper considers the unknown input filtering problem of nonlinear stochastic systems
with arbitrary unknown inputs. It is known that the celebrated extended Kalman filter (EKF) …

Based on the standard Unscented Kalman Filter (UKF), the modified UKF is presented for
nonlinear stochastic systems with correlated noises. The modified UKF consists of the …

The unscented Kalman filtering problem is investigated for a class of nonlinear discrete
stochastic systems subject to correlated noises and missing measurements. Here, a random …

In this paper a new unknown input estimation method is proposed for a class of nonlinear
stochastic systems in the presence of time dependent unknown inputs, when the system …

The performance of the modified unscented Kalman filter (UKF) for nonlinear stochastic
discrete-time system with linear measurement equation is investigated. It is proved that …