Skip to content
Home
About Us
Resources
Profiles Metrics
Authors Directory
Institutions Directory
Top Authors
Top Institutions
Top Sponsors
AI Digest
Contact Us
Menu
Home
About Us
Resources
Profiles Metrics
Authors Directory
Institutions Directory
Top Authors
Top Institutions
Top Sponsors
AI Digest
Contact Us
Home
About Us
Resources
Profiles Metrics
Authors Directory
Institutions Directory
Top Authors
Top Institutions
Top Sponsors
AI Digest
Contact Us
Menu
Home
About Us
Resources
Profiles Metrics
Authors Directory
Institutions Directory
Top Authors
Top Institutions
Top Sponsors
AI Digest
Contact Us
Publication Details
AFRICAN RESEARCH NEXUS
SHINING A SPOTLIGHT ON AFRICAN RESEARCH
computer science
Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs
Journal of the Franklin Institute, Volume 349, No. 7, Year 2012
Notification
URL copied to clipboard!
Description
The paper studies the problem of simultaneously estimating the state and the fault of linear stochastic discrete-time varying systems with unknown inputs. The fault and the unknown inputs affect both the state and the output. However, if the dynamical evolution models of the fault and the unknown inputs are available the filtering problem will be solved by the Optimal three-stage Kalman Filter (OThSKF). The OThSKF is obtained after decoupling the covariance matrices of the Augmented state Kalman Filter (ASKF) using a three-stage U-V transformation. Nevertheless, if the fault and the unknown inputs models are not perfectly known the Robust three-stage Kalman Filter (RThSKF) will be applied to give an unbiased minimum-variance estimation. Finally, a numerical example is given in order to illustrate the proposed filters. © 2012 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.
Authors & Co-Authors
Ben Hmida, Fayçal
Tunisia, Tunis
École Nationale Supérieure D'ingénieurs de Tunis
Khémiri, Karim
Tunisia, Tunis
École Nationale Supérieure D'ingénieurs de Tunis
Ragot, José
France, Vandoeouvre-les-nancy
Cran Centre de Recherche en Automatique de Nancy
Gossa, Moncef
Tunisia, Tunis
École Nationale Supérieure D'ingénieurs de Tunis
Statistics
Citations: 75
Authors: 4
Affiliations: 2
Identifiers
Doi:
10.1016/j.jfranklin.2012.05.004
ISSN:
00160032