1 research outputs found
Robust State and fault Estimation of Linear Discrete Time Systems with Unknown Disturbances
This paper presents a new robust fault and state estimation based on
recursive least square filter for linear stochastic systems with unknown
disturbances. The novel elements of the algorithm are : a simple, easily
implementable, square root method which is shown to solve the numerical
problems affecting the unknown input filter algorithm and related information
filter and smoothing algorithms; an iterative framework, where information and
covariance filters and smoothing are sequentially run in order to estimate the
state and fault. This method provides a direct estimate of the state and fault
in a single block with a simple formulation. A numerical example is given in
order to illustrate the performance of the proposed filter.Comment: 6 pages, 3 figures, CIET'13 conferenc