Unbiased Minimum-Variance Filter for State and Fault Estimation of Linear Time-Varying Systems with Unknown Disturbances | Zendy

Fayçal Ben Hmida | Zendy; Karim Khémiri | Zendy; José Ragot | Zendy; Moncef Gossa | Zendy

Open Access

Unbiased Minimum-Variance Filter for State and Fault Estimation of Linear Time-Varying Systems with Unknown Disturbances

Author(s) -

Fayçal Ben Hmida,

Karim Khémiri,

José Ragot,

Moncef Gossa

Publication year - 2010

Publication title -

mathematical problems in engineering

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.262

H-Index - 62

eISSN - 1026-7077

pISSN - 1024-123X

DOI - 10.1155/2010/343586

Subject(s) - feedthrough , control theory (sociology) , fault (geology) , rank (graph theory) , filter (signal processing) , state (computer science) , variance (accounting) , recursive filter , minimum variance unbiased estimator , matrix (chemical analysis) , mathematics , linear system , computer science , engineering , algorithm , filter design , statistics , control (management) , artificial intelligence , mean squared error , materials science , business , root raised cosine filter , composite material , accounting , computer vision , combinatorics , seismology , electrical engineering , geology , mathematical analysis

This paper presents a new recursive filter to joint fault and state estimation of a linear time-varying discrete systems in the presence of unknown disturbances. The method is based on the assumption that no prior knowledge about the dynamical evolution of the fault and the disturbance is available. As the fault affects both the state and the output, but the disturbance affects only the state system. Initially, we study the particular case when the direct feedthrough matrix of the fault has full rank. In the second case, we propose an extension of the previous case by considering the direct feedthrough matrix of the fault with an arbitrary rank. The resulting filter is optimal in the sense of the unbiased minimum-variance (UMV) criteria. A numerical example is given in order to illustrate the proposed method

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