Robust fault and state estimation for linear discrete-time systems with unknown disturbances using PI Three-Stage Kalman Filter

作者: K. Khemiri , F. Gannouni , F. Ben Hmida , M. Gossa , J. Ragot

DOI: 10.1109/CCCA.2011.6031199

关键词:

摘要: The problem of simultaneously estimating the state and fault linear time varying stochastic systems in presence unknown input with uncertain noise covariances is presented. approach suggested rests on use Proportional Integral Three-Stage Kalman Filter (PI-ThSKF). This technique qualified to be robust against covariance matrices uncertainty. proposed filter tested by an illustrative example.

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