Optimal filtering for systems with unknown inputs

IEEE Transactions on Automatic Control

Volumn 43, Issue 3, 1998, Pages 445-449

  Hou, M ^a   Patton, R J ^a  

^a UNIVERSITY OF HULL   (United Kingdom)

Author keywords

Innovations filtering; Optimal filter; Time varying systems; Unknown input decoupling

Indexed keywords

CONTROL SYSTEM ANALYSIS; DISCRETE TIME CONTROL SYSTEMS; KALMAN FILTERING; LINEAR CONTROL SYSTEMS;

INNOVATIONS FILTERING TECHNIQUE;

OPTIMAL CONTROL SYSTEMS;

EID: 0032021644     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.661621     Document Type: Article

References (29)

1. S.-H. Wang and E. J. Davison, "Observing the states of systems with unmeasurable disturbance," IEEE Trans. Automat. Contr., vol. 20, pp. 716-717, 1975.
2. P. Kudva, N. Viswanadham, and N. Ramakrishna, "Observers for linear systems with unknown inputs," IEEE Trans. Automat. Contr., vol. 25, pp. 113-115, 1980.
3. J. E. Kurek, "The state vector reconstruction for linear systems with unknown inputs," IEEE Trans. Automat. Contr., vol. 28, pp. 1120-1122, 1983.
4. M. L. J. Hautus, "Strong detectability and observers," Linear Algebra Appl., vol. 50, pp. 353-368, 1983.
5. M. Hou and P. C. Müller, "Design of observers for linear systems with unknown inputs," IEEE Trans. Automat. Contr., vol. 37, pp. 871-875, 1992.
6. M. Darouach, M. Zasadzinski, and S. J. Xu, "Full-order observers for linear systems with unknown inputs," IEEE Trans. Automat. Contr., vol. 39, pp. 606-609, 1994.
7. N. Viswanadham and R. Srichander, "Fault detection using unknown-input observers," Contr. Theory Advanced Technol., vol. 3, pp. 91-101, 1987.
8. J. Wünnenberg, Observer-Based Fault Detection in Dynamic Systems, vol. 8. Düsseldorf, Germany: VDI-Verlag, 1990, no. 222, 1990.
9. R. J. Patton and J. Chen, "Optimal selection of unknown input distribution matrix in the design of robust observers for fault diagnosis," Automatica, vol. 29, pp. 837-841, 1993.
10. _, "Review of parity space approaches to fault diagnosis for aerospace systems," J. Guidance, Contr. Dynamics, vol. 17, pp. 278-258, 1994.
11. P. M. Frank, "Enhancement of robustness in observer-based fault detection," Int. J. Contr., vol. 59, pp. 955-981, 1994.
12. M. Hou and P. C. Müller, "Fault detection and isolation observers," Int. J. Contr., vol. 60, pp. 827-846, 1994.
13. J. Chen, R. J. Patton, and H. Y. Zhang, "Design of unknown input observers and robust fault detection filters," Int. J. Contr., vol. 63, pp. 85-105, 1996.
14. N. Viswanadham and A. Ramakrishna, "Decentralized estimation and control for interconnected systems," Large Scale Syst., vol. 3, pp. 255-266, 1982.
15. P. Ficklscherer and P. C. Müller, "Decentralized state observers for large-scale systems," in Proc. 9th IFAC IFAC Congr., 1984, pp. 1153-1158.
16. M. Saif and Y.-P. Guan, "Decentralized state estimation in large-scale interconnected dynamical systems," Automatica, vol. 28, pp. 215-219, 1992.
17. M. Hou and P. C. Müller, "Design of decentralized linear state function observers," Automatica, vol. 30, pp. 100-105, 1994.
18. P. K. Kitanidis, "Unbiased minimum-variance linear state estimation," Automatica, vol. 23, pp. 775-778, 1987.
19. M. Darouach, M. Zasadzinski, O. A. Bassang, and S. Nowakowski, "Kalman filtering with unknown inputs via state estimation of descriptor systems," Int. J. Syst. Sci., vol. 26, pp. 3014-3015, 1995.
20. R. Nikoukhah, A. S. Willsky, and B. C. Levy, "Kalman filtering and Riccati equations for descriptor systems," IEEE Trans. Automat. Contr., vol. 37, pp. 1325-1342, 1992.
21. M. Darouach, M. Zasadzinski, and A. Bassong-Onana, "Connection between the three-block generalized Riccati equation and standard Riccati equation," IEEE Trans. Automat. Contr., vol. 39, pp. 1755-1758, 1994.
22. H. G. Zhang and H. Y. Zhang, "Decentralized estimation using unknown input filter in discrete-time stochastic systems," in IFAC Symp. Large Scale Syst.: Theory Appl., 1992, pp. 519-522.
23. J. Chen and R. J. Patton, "Optimal filtering and robust fault diagnosis of stochastic systems with unknown disturbances," in IEE Proc. Contr. Theory Appl., 1996, vol. 143, pp. 31-36.
24. M. Hou and P. C. Müller, "Disturbance decoupled observer design: A unified viewpoint," IEEE Trans. Automat. Contr., vol. 39, pp. 1338-1341, 1994.
25. _, "Unknown input decoupled Kalman filter for time-varying systems," in Proc. 2nd European Contr. Conf., 1993, pp. 2266-2270.
26. T. Kailath, "An innovations approach to least-squares estimation - Part I: Linear filtering in additive white noise," IEEE Trans. Automat. Contr., vol. 13, pp. 646-655, 1968.
27. B. D. O. Anderson and J. B. Moore, Optimal Filtering. Englewood Cliffs, NJ: Prentice-Hall, 1979.
28. C. R. Roa and S. K. Mitra, Generalized Inverse of Matrices and Its Applications. New York: Wiley, 1971.
29. A. H. Jazwinski, Stochastic Processes and Filtering Theory. New York: Academic, 1970.