Fault isolation filter design for linear stochastic systems
type: Item
instance of: scholarly article
title: Fault isolation filter design for linear stochastic systems
zbMATH Open document ID: 0933.93066
DOI: 10.1016/S0005-1098(99)00079-5
published in: Automatica
publication date: 2000-03-28T00:00:00Z
review text: The author considers the discrete-time stochastic system \[ x_{k+1}=Ax_{k}+Bu_{k}+Fn_{k}+w_{k}, \quad y_{k}=Cx_{k}+v_{k}, \] where \(x_{k}\in \mathbb {R}^{n}\), \(y_{k}\in \mathbb {R}^{m}\), \(u_{k}\in \mathbb {R }^{p}\) are the state, observation, and input vectors, \(n_{k}\in \mathbb {R} ^{q},\) is the vector of fault magnitudes, \(w_{k}\) and \(v_{k}\) are random sequences. In the paper, the fault detection filter is derived and its stability and convergence analysis is given.
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 90B25
zbMATH DE Number: 1356091
zbMATH Keywords: Kalman filter
zbMATH Keywords: fault detection and isolation
zbMATH Keywords: state feedback decoupling
author: Jean-Yves Keller
reviewed by: Grigori N. Milstein
MaRDI profile type: Publication
full work available at URL: s0005-1098(99)00079-5
OpenAlex ID: W2065051507
description: scientific article; zbMATH DE number 1356091