Robust Filtering for State and Fault Estimation of Linear Stochastic Systems with Unknown Disturbance
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.1-24, 24 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-11-07
Country of Publication
Egypt
No. of Pages
24
Main Subjects
Abstract EN
This paper presents a new robust filter structure to solve the simultaneous state and fault estimation problem of linear stochastic discrete-time systems with unknown disturbance.
The method is based on the assumption that the fault and the unknown disturbance affect both the system state and the output, and no prior knowledge about their dynamical evolution is available.
By making use of an optimal three-stage Kalman filtering method, an augmented fault and unknown disturbance models, an augmented robust three-stage Kalman filter (ARThSKF) is developed.
The unbiasedness conditions and minimum-variance property of the proposed filter are provided.
An illustrative example is given to apply this filter and to compare it with the existing literature results.
American Psychological Association (APA)
Ben Hmida, Fayçal& Khémiri, Karim& Ragot, José& Gossa, Moncef. 2010. Robust Filtering for State and Fault Estimation of Linear Stochastic Systems with Unknown Disturbance. Mathematical Problems in Engineering،Vol. 2010, no. 2010, pp.1-24.
https://search.emarefa.net/detail/BIM-483354
Modern Language Association (MLA)
Ben Hmida, Fayçal…[et al.]. Robust Filtering for State and Fault Estimation of Linear Stochastic Systems with Unknown Disturbance. Mathematical Problems in Engineering No. 2010 (2010), pp.1-24.
https://search.emarefa.net/detail/BIM-483354
American Medical Association (AMA)
Ben Hmida, Fayçal& Khémiri, Karim& Ragot, José& Gossa, Moncef. Robust Filtering for State and Fault Estimation of Linear Stochastic Systems with Unknown Disturbance. Mathematical Problems in Engineering. 2010. Vol. 2010, no. 2010, pp.1-24.
https://search.emarefa.net/detail/BIM-483354
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-483354