Robust fault diagnosis with a two-stage Kalman estimator

DOI10.1016/S0947-3580(97)70082-7zbMath0900.93326MaRDI QIDQ1375157

Jean-Yves Keller, Leonhard Summerer, Mohamed Darouach

Publication date: 30 March 1998

Published in: European Journal of Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

Adaptive decentralized Kalman filters with non-common states for nonlinear systems ⋮ Random sample consensus in decentralized Kalman filter ⋮ Modular design of discrete-time nonlinear observers for state and disturbance estimation

Cites Work

• Fault diagnosis in dynamic systems using analytical and knowledge-based redundancy - a survey and some new results
• Unbiased minimum-variance linear state estimation
• Extension of Friedland's bias filtering technique to discrete-time systems with unknown inputs
• Riccati equations in optimal filtering of nonstabilizable systems having singular state transition matrices
• Kalman filtering and Riccati equations for descriptor systems
• A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems
• Full-order observers for linear systems with unknown inputs
• Connection between the three-block generalized Riccati equation and the standard Riccati equation
• Kalman filtering with unknown inputs via optimal state estimation of singular systems
• Optimal filtering and robust fault diagnosis of stochastic systems with unknown disturbances
• Observers for linear systems with unknown inputs
• Observers for linear systems with unknown inputs

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