- Tytuł:
- Novel optimal recursive filter for state and fault estimation of linear stochastic systems with unknown disturbances
- Autorzy:
-
Khémiri, K.
Ben Hmida, F.
Ragot, J.
Gossa, M. - Powiązania:
- https://bibliotekanauki.pl/articles/930170.pdf
- Data publikacji:
- 2011
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
filtracja Kalmana
estymacja stanu
zakłócenie nieznane
system liniowy
system dyskretno-czasowy
Kalman filtering
minimum variance estimation
state estimation
fault estimation
unknown disturbances
linear discrete time systems - Opis:
- 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.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2011, 21, 4; 629-637
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł