Robust filtering for state and fault estimation of linear stochastic systems with unknown disturbance

DOI10.1155/2010/591639zbMATH Open1202.93158OpenAlexW1975491903WikidataQ58653197 ScholiaQ58653197MaRDI QIDQ613835FDOQ613835

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

Publication date: 23 December 2010

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/223060

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• scientific article; zbMATH DE number 6471999

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cites Work

• Unbiased minimum-variance linear state estimation
• Unbiased minimum variance estimation for systems with unknown exogenous inputs
• Title not available (Why is that?)
• Diagnosis and Fault-Tolerant Control
• 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
• Optimal multistage Kalman estimators
• Adaptive two‐stage Kalman filter in the presence of unknown random bias
• Optimal filtering and robust fault diagnosis of stochastic systems with unknown disturbances
• Extension of unbiased minimum-variance input and state estimation for systems with unknown inputs
• Robust two-stage Kalman filters for systems with unknown inputs
• Two-stage Kalman estimator with unknown exogenous inputs
• Actuator fault detection and performance recovery with Kalman filter-based adaptive observer
• Optimal solution of the two-stage Kalman estimator
• Optimal and suboptimal separate-bias Kalman estimators for a stochastic bias
• The stability analysis of the adaptive two-stage Kalman filter
• Unbiased minimum-variance filter for state and fault estimation of linear time-varying systems with unknown disturbances

Cited In (16)

• State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels
• Three-stage unscented Kalman filter for state and fault estimation of nonlinear system with unknown input
• Simultaneous robust fault and state estimation for linear discrete-time uncertain systems
• Augmented robust three-stage extended Kalman filter for Mars entry-phase autonomous navigation
• Robust estimation and filtering in uncertain linear systems under unknown covariations
• A Kalman filter with intermittent observations and reconstruction of data losses
• State and parameter joint estimation of linear stochastic systems in presence of faults and <scp>non‐Gaussian</scp> noises
• Robust filtering for joint state-parameter estimation in distributed mechanical systems
• Unbiased information filtering for systems with missing measurement based on disturbance estimation
• Unbiased minimum-variance filter for state and fault estimation of linear time-varying systems with unknown disturbances
• A robust estimator for stochastic systems under unknown persistent excitation
• State filtering for networked control systems subject to switching disturbances
• Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs
• Novel optimal recursive filter for state and fault estimation of linear stochastic systems with unknown disturbances
• Extended results on robust state estimation and fault detection
• A robust three-stage central difference Kalman filter for nonlinear discrete-time systems considering faults and unknown inputs

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