Observer Design for Linear System with unknown input

The purpose of this project is to design an observer for linear system with unknown input, which can predict the state in the future time. In this specific design, the focused point is Kalman filter. During the first stage of design, the fundamental knowledge were presented, which are the bas ic information about state observer, the controller properties, including stability, controllability and observability, and the Kalman filter structure and algorithm. After adeq uate preparation for rudimentary knowledge, a practical model—'Position and velocity measurement based on kalman filter ' is constructed and achieved by programming based on Matlab. At first, with the aim of testing the normal operation of the Kalman filter itself, there is external input to the built system. Then, the unknown input is added to the w hole system.