Digital Library of Zielona Góra contains 9 272 digital objects
Object
Title: Novel optimal recursive filter for state and fault estimation of linear stochastic systems with unknown disturbances
Contributor:
Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Group publication title:
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
Resource Identifier:
DOI:
Pages:
Source:
AMCS, Volume 21, Number 4 (2011) ; click here to follow the link
Language:
License CC BY 4.0:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2011)
Last modified:
Jul 14, 2025
In our library since:
Aug 28, 2018
Number of object content hits:
263
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/55047
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 21, number 1 (2011)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 21, number 2 (2011)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 21, number 3 (2011)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 21, number 4 (2011)
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| Edition name | Date |
|---|---|
| Novel optimal recursive filter for state and fault estimation of linear stochastic systems with unknown disturbances | Jul 14, 2025 |
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