Unbiased Minimum-Variance Filter for State and Fault Estimation of Linear Time-Varying Systems with Unknown Disturbances
Joint Authors
Ben Hmida, Fayçal
Ragot, José
Gossa, Moncef
Khémiri, Karim
Source
Mathematical Problems in Engineering
Issue
Vol. 2010, Issue 2010 (31 Dec. 2010), pp.1-17, 17 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-04-06
Country of Publication
Egypt
No. of Pages
17
Main Subjects
Abstract EN
This paper presents a new recursive filter to joint fault and state estimation of a linear time-varying discrete systems in the presence of unknown disturbances.
The method is based on the assumption that no prior knowledge about the dynamical evolution of the fault and the disturbance is available.
As the fault affects both the state and the output, but the disturbance affects only the state system.
Initially, we study the particular case when the direct feedthrough matrix of the fault has full rank.
In the second case, we propose an extension of the previous case by considering the direct feedthrough matrix of the fault with an arbitrary rank.
The resulting filter is optimal in the sense of the unbiased minimum-variance (UMV) criteria.
A numerical example is given in order to illustrate the proposed method.
American Psychological Association (APA)
Ben Hmida, Fayçal& Khémiri, Karim& Ragot, José& Gossa, Moncef. 2010. Unbiased Minimum-Variance Filter for State and Fault Estimation of Linear Time-Varying Systems with Unknown Disturbances. Mathematical Problems in Engineering،Vol. 2010, no. 2010, pp.1-17.
https://search.emarefa.net/detail/BIM-464411
Modern Language Association (MLA)
Ben Hmida, Fayçal…[et al.]. Unbiased Minimum-Variance Filter for State and Fault Estimation of Linear Time-Varying Systems with Unknown Disturbances. Mathematical Problems in Engineering No. 2010 (2010), pp.1-17.
https://search.emarefa.net/detail/BIM-464411
American Medical Association (AMA)
Ben Hmida, Fayçal& Khémiri, Karim& Ragot, José& Gossa, Moncef. Unbiased Minimum-Variance Filter for State and Fault Estimation of Linear Time-Varying Systems with Unknown Disturbances. Mathematical Problems in Engineering. 2010. Vol. 2010, no. 2010, pp.1-17.
https://search.emarefa.net/detail/BIM-464411
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-464411