Creator:

Khémiri, Karim ; Ben Hmida, Fayçal ; Ragot, José ; Gossa, Moncef

Contributor:

Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.

Title:

Novel optimal recursive filter for state and fault estimation of linear stochastic systems with unknown disturbances

Group publication title:

AMCS, Volume 21 (2011)

Subject and Keywords:

Kalman filtering ; minimum-variance estimation ; state estimation ; fault estimation ; unknown disturbances ; linear discrete-time systems

Abstract:

This paper studies recursive optimal filtering as well as robust fault and state estimation for linear stochastic systems with unknown disturbances. It proposes a new recursive optimal filter structure with transformation of the original system. This transformation is based on the singular value decomposition of the direct feedthrough matrix distribution of the fault which is assumed to be of arbitrary rank. ; The resulting filter is optimal in the sense of the unbiased minimum-variance criteria. Two numerical examples are given in order to illustrate the proposed method, in particular to solve the estimation of the simultaneous actuator and sensor fault problem and to make a comparison with the existing literature results.

Publisher:

Zielona Góra: Uniwersytet Zielonogórski

Date:

2011

Resource Type:

artykuł

DOI:

10.2478/v10006-011-0049-3

Pages:

629-737

Source:

AMCS, Volume 21, Number 4 (2011) ; click here to follow the link

Language:

eng

License CC BY 4.0:

click here to follow the link

Rights:

Biblioteka Uniwersytetu Zielonogórskiego