2026-09-21T11:11:52Z https://www.ideals.illinois.edu/oai-pmh

oai:www.ideals.illinois.edu:2142/108556 2023-07-11 col_2142_5131 col_2142_16340 com_2142_5130 com_2142_16339 com_2142_8903

2020-05-13 Hovakimyan, Naira Wan, Wenbin 2020-10-07T22:07:09Z 2020-10-07T22:07:09Z 2022-10-07T22:44:53Z 2020-08 This thesis presents an unknown input and state estimation algorithm for linear discrete-time stochastic systems with inequality constraints on the inputs and states. The proposed algorithm consists of optimal Bayesian estimation and information aggregation. The optimal estimation provides minimum-variance unbiased (MVU) estimates, and then they are projected onto the constrained space in the information aggregation step. It is shown that the estimation errors and their covariances from the proposed algorithm are strictly less than those from the unconstrained algorithm when projected. Moreover, the expected state estimation errors of the proposed estimation algorithm are proved to be practically exponentially stable. Submission published under a 24 month embargo labeled 'U of I Access', the embargo will last until 2022-08-01 The student, Wenbin Wan, accepted the attached license on 2020-05-11 at 10:50. The student, Wenbin Wan, submitted this Thesis for approval on 2020-05-11 at 10:53. This Thesis was approved for publication on 2020-05-13 at 07:35. DSpace SAF Submission Ingestion Package generated from Vireo submission #15308 on 2020-10-02 at 15:30:37 Made available in DSpace on 2020-10-07T22:07:09Z (GMT). No. of bitstreams: 2 WAN-THESIS-2020.pdf: 532458 bytes, checksum: 6549b50f3b2b114edcdb5f284c830947 (MD5) LICENSE.txt: 4207 bytes, checksum: 6537fd658a9ddb127e353fdd48de5085 (MD5) Previous issue date: 2020-05-13 Embargo set by: Seth Robbins for item 116182 Lift date: 2022-10-07T22:07:19Z Reason: Author requested U of Illinois access only (OA after 2yrs) in Vireo ETD system Embargo set by: Seth Robbins for item 116182 Lift date: 2022-10-07T22:44:53Z Reason: Author requested U of Illinois access only (OA after 2yrs) in Vireo ETD system Author requested U of Illinois access only (OA after 2yrs) in Vireo ETD system U of I Only application/pdf http://hdl.handle.net/2142/108556 en Copyright 2020 Wenbin Wan Stochastic systems Estimation Unknown input and state estimation for linear discrete-time stochastic systems in the presence of constraints text Thesis Mathematics Applied Mathematics University of Illinois at Urbana-Champaign Thesis M.S.