Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs

DOI10.1016/j.jfranklin.2012.05.004zbMath1287.93090MaRDI QIDQ2450315

José Ragot, Fayçal Ben Hmida, Karim Khémiri, Moncef Gossa

Publication date: 20 May 2014

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2012.05.004

zbMATH Keywords

unbiased minimum-variance estimation; augmented state Kalman filter (ASKF); linear stochastic discrete-time varying systems; optimal three-stage Kalman filter (OThSKF); robust three-stage Kalman filter (RThSKF)

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

93E03: Stochastic systems in control theory (general)

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