Three-stage Kalman filter for state and fault estimation of linear stochastic systems with unknown inputs

Journal of the Franklin Institute

Volumn 349, Issue 7, 2012, Pages 2369-2388

  Ben Hmida, F ^a   Khemiri K ^a   Ragot, J ^b   Gossa, M ^a  

^a UNIVERSITY OF TUNIS   (Tunisia)

^b CENTRE DE RECHERCHE EN AUTOMATIQUE DE NANCY   (France)

Author keywords

[No Author keywords available]

Indexed keywords

AUGMENTED STATE KALMAN FILTERS; COVARIANCE MATRICES; DYNAMICAL EVOLUTION; FAULT ESTIMATION; FILTERING PROBLEMS; LINEAR STOCHASTIC SYSTEM; MINIMUM-VARIANCE ESTIMATIONS; NUMERICAL EXAMPLE; UNKNOWN INPUTS;

COVARIANCE MATRIX; ESTIMATION; STOCHASTIC SYSTEMS;

KALMAN FILTERS;

EID: 84864701356     PISSN: 00160032     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfranklin.2012.05.004     Document Type: Article

References (25)

1. A.T. Alouani, T.R. Rice, W.D.A. Blair, Two-stage filter for state estimation in the presence of dynamical stochastic bias, in: Proceedings of the American Control Conference, Chicago, IL, 1992, pp. 1784-1788.
2. B. Friedland Treatment of bias in recursive filtering IEEE Transaction on Automatic Control 14 1969 359 367
3. C.S. Hsieh, Extension of the robust two-stage Kalman filtering for systems with unknown inputs, in: Proceeding of the IEEE Tencon, 2007.
4. C.S. Hsieh, Optimal minimum-variance filtering for systems with unknown inputs, in: Proceeding of the Sixth World Congress on Intelligent Control and Automation, Dalian, China, 21-23 June 2006, pp. 1870-1875.
5. C.S. Hsieh Robust two-stage Kalman filters for system with unknown inputs IEEE Transactions on Automatic Control 45 12 2000 2374 2378
6. C.S. Hsieh, and F.C. Chen Optimal solution of the two stage Kalman estimator IEEE Transactions on Automatic Control 44 1999 194 199
7. C.X. Yang, Z.H. Guan, and J. Huang Stochastic fault tolerant control of networked control systems Journal of the Franklin Institute 346 2009 1006 1020
8. F. Ben Hmida, K. Khémiri, J. Ragot, M. Gossa, Unbiased minimum-variance filter for state and fault estimation of linear time-varying systems with unknown disturbances, in: Mathematical Problems in Engineering, vol. 2010: Article ID 343586, 17 pages, 2010.
9. F.C. Chen, and C.S. Hsieh Optimal multi-stage Kalman estimators IEEE Transactions on Automatic Control 45 2000 2182 2188
10. H.R. Karimi, M. Zapateiro, and N. Luo A linear matrix inequality approach to robust fault detection filter design of linear systems with mixed time varying delays and nonlinear perturbations Journal of the Franklin Institute 347 2010 957 973
11. J. Chen, and R. Patton Robust Model-Based Fault Diagnosis for Dynamic Systems 1999 Kluwer Academic Publishers Norwell, MA
12. J. Chen, and R. Patton Optimal filtering and robust fault diagnosis of stochastic system with unknown disturbances IEEE Proceeding: Control Theory Application 143 1996
13. J.S.-H. Tsai, M.-H. Lin, C.-H. Zheng, S.-M. Guo, and L.-S. Shieh Actuator fault detection and performance recovery with Kalman filter-based adaptive observer International Journal of General Systems 36 2007 375 398
14. J.Y. Keller, and M. Darouach Two-stage Kalman estimator with unknown exogenous inputs Automatica 35 1999 339 342
15. K.H. Kim, J.G. Lee, and C.G. Park Adaptive two-stage Kalman filter in the presence of unknown random bias International Journal of Adaptive Control and Signal Processing 20 2006 305 319
16. K.H. Kim, J.G. Lee, and C.G. Park The stability analysis of the adaptive two-stage Kalman filter International Journal of Adaptive Control and Signal Processing 21 2007 856 870
17. M. Basin, and D. Calderon-Alvarez Optimal filtering over linear observations with unknown parameters Journal of the Franklin Institute 347 2010 988 1000
18. M. Blanke, M. Kinnaert, J. Lunze, and M. Staroswiecki Diagnosis and Fault-Tolerant Control 2006 Springer-Verlag Berlin, Heldelberg
19. M. Chadli, A. Akhenak, J. Ragot, and D. Maquin State and unknown input estimation for discrete time multimodel Journal of the Franklin Institute 346 2009 593 610
20. M. Darouach, and M. Zasadzinski Unbiased minimum-variance estimation for system with unknown exogenous inputs Automatica 33 2003 717 719
21. M. Hou, and R.J. Patton Optimal filtering for system with unknown inputs IEEE Transactions on Automatic Control 43 1998 445 449
22. M. Ignagni Optimal and suboptimal separate-bias Kalman estimators of a stochastic bias IEEE Transactions on Automatic Control 45 2000 547 551
23. M.S. Chen, and C.C. Chen Unknown input observer for linear non-minimum phase systems Journal of the Franklin Institute 347 2010 577 588
24. P. Kitanidis Unbiased minimum-variance linear state estimation Automatica 23 1987 775 778
25. T. Li, and Y. Zhang Fault detection and diagnosis for stochastic systems via output PDFs Journal of the Franklin Institute 348 2011 1140 1152