Novel optimal recursive filter for state and fault estimation of linear stochastic systems with unknown disturbances

DOI10.2478/V10006-011-0049-3zbMATH Open1283.93282OpenAlexW2066604327MaRDI QIDQ5403418FDOQ5403418

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

Publication date 26 March 2014

Published in International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2478/v10006-011-0049-3

zbMATH Keywords

Kalman filteringfault estimationstate estimationlinear discrete-time systemsminimum-variance estimationunknown disturbances

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Perturbations in control/observation systems (93C73) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 1260395 (Why is no real title available?)
• Array algorithms for H/sup ∞/ estimation
• Diagnosis and Fault-Tolerant Control
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• Fault isolation filter design for linear stochastic systems
• Innovations generation in the presence of unknown inputs: Application to robust failure detection
• Optimal filtering and robust fault diagnosis of stochastic systems with unknown disturbances
• Optimal filtering for systems with unknown inputs
• Restricted diagonal detection filter and updating strategy for multiple fault detection and isolation
• Robust two-stage Kalman filters for systems with unknown inputs
• Unbiased minimum variance estimation for systems with unknown exogenous inputs
• Unbiased minimum-variance filter for state and fault estimation of linear time-varying systems with unknown disturbances
• Unbiased minimum-variance input and state estimation for linear discrete-time systems
• Unbiased minimum-variance input and state estimation for linear discrete-time systems with direct feedthrough
• Unbiased minimum-variance linear state estimation
• Unbiased minimum-variance state estimation for linear systems with unknown input

Cited in

(9)

• Selected estimation strategies for fault diagnosis of nonlinear systems
• Simultaneous robust fault and state estimation for linear discrete-time uncertain systems
• Double fault distinguishability in linear systems
• Robust filtering for state and fault estimation of linear stochastic systems with unknown disturbance
• State estimation for a class of nonlinear systems
• Outlier-resistant sequential filtering fusion for cyber-physical systems with quantized measurements under denial-of-service attacks
• Estimating unbounded unknown inputs in nonlinear systems
• Optimal state and fault estimation for two-dimensional discrete systems
• Unbiased minimum-variance filter for state and fault estimation of linear time-varying systems with unknown disturbances

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