An adaptive derivative estimator for fault-detection using a dynamic system with a suboptimal parameter (Q2004871)
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English | An adaptive derivative estimator for fault-detection using a dynamic system with a suboptimal parameter |
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An adaptive derivative estimator for fault-detection using a dynamic system with a suboptimal parameter (English)
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7 October 2020
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Summary: This paper deals with an approximation of a first derivative of a signal using a dynamic system of the first order. After formulating the problem, a proposition and a theorem are proven for a possible approximation structure, which consists of a dynamic system. In particular, a proposition based on a Lyapunov approach is proven to show the convergence of the approximation. The proven theorem is a constructive one and shows directly the suboptimality condition in the presence of noise. Based on these two results, an adaptive algorithm is conceived to calculate the derivative of a signal with convergence in infinite time. Results are compared with an approximation of the derivative using an adaptive Kalman filter (KF).
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derivative approximation
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estimator
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Lyapunov approach
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least squares method
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