Simultaneous input and state estimation for stochastic nonlinear systems with additive unknown inputs

Updating the Inverse of a Matrix

William W. Hager · SIAM Review · 1989 · 1.1K citations

Natural Sciences, Mathematics, Dynamical Systems +11

Stochastic stability of the discrete-time extended Kalman filter

Stefan Günther, Edwin E. Yaz, R. Unbehauen · IEEE Transactions on Automatic Control · 1999 · 977 citations

Engineering, Mathematics, Dynamical Systems +16

State and Input Estimation for a Class of Uncertain Systems

M. Corless, Jay F. Tu · Automatica · 1998 · 598 citations

Engineering, Mathematics, Systems Engineering +14

Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough

Steven Gillijns, Bart De Moor · Automatica · 2007 · 520 citations

Engineering, Mathematics, Systems Engineering +15

Detectability and Stabilizability of Time-Varying Discrete-Time Linear Systems

Brian D. O. Anderson, J.B. Moore · SIAM Journal on Control and Optimization · 1981 · 443 citations

Natural Sciences, Mathematics, Dynamical Systems +15