Finite memory observers for linear time-varying systems: theory and diagnosis applications

DOI10.1016/J.JFRANKLIN.2013.08.005zbMATH Open1293.93103OpenAlexW1995242421MaRDI QIDQ398458FDOQ398458

Authors Guillaume Graton, Frédéric Kratz, Jacques Fantini 

Publication date 15 August 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.2013.08.005

zbMATH Keywords

sensitivityrobustnessfault detection and diagnosisfinite memory observer (FMO)linear time-varying (LTV) systems with stochastic noisesprocess engineeringresiduals for diagnosis

Mathematics Subject Classification ID

Controllability (93B05) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

Recommendations

• Finite memory observers for linear time-varying systems. II: Observer and residual sensitivity
• A continuous-discrete finite memory observer design for a class of nonlinear systems: application to fault diagnosis
• Finite-Time State Observer for a Class of Linear Time-Varying Systems With Unknown Inputs
• Observers for linear time-varying systems
• Hybrid observer with finite-memory output error correction for linear systems under intrinsic impulsive feedback
• Finite Time Observer Design by Probabilistic-Variational Methods
• On Functional Observers for Linear Time-Varying Systems
• Dynamic observers for linear time-invariant systems
• Time-varying observers for a class of nonlinear systems
• Reduced order finite time observers and output feedback for time-varying nonlinear systems

Cites work

• A new structural framework for parity equation-based failure detection and isolation
• A receding horizon Kalman FIR filter for discrete time-invariant systems
• A receding horizon unbiased FIR for discrete-time state space models
• An alternate calculation of the discrete-time Kalman filter gain and Riccati equation solution
• Analytical redundancy and the design of robust failure detection systems
• Connection between the three-block generalized Riccati equation and the standard Riccati equation
• Constrained linear state estimation -- a moving horizon approach
• Dead beat observer synthesis
• Kalman filtering and Riccati equations for descriptor systems
• Multiscale systems, Kalman filters, and Riccati equations
• On-board component fault detection and isolation using the statistical local approach
• Optimal ARMA parameter estimation based on the sample covariances for data with missing observations
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices

Cited in

(6)

• A continuous-discrete finite memory observer design for a class of nonlinear systems: application to fault diagnosis
• Observer-based fault detection and diagnosis strategy for industrial processes
• Hybrid observer with finite-memory output error correction for linear systems under intrinsic impulsive feedback
• Finite memory observers for linear time-varying systems. II: Observer and residual sensitivity
• Detection of integrity loss in networked control systems using an interval finite memory observer
• A double window state observer for detection and isolation of abrupt changes in parameters

This page was built for publication: Finite memory observers for linear time-varying systems: theory and diagnosis applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q398458)