Abstract
State estimation of linear systems under the influence of both unknown deterministic time varying disturbance inputs and, Gaussian noise is considered. Two new filters are developed. The first is based on H2 estimation while the second, is based, on ℋ∞ estimation. Extension to the case of real convex parametric uncertainties in the system matrices is presented. Performance of the developed filters is numerically illustrated using a fifth order dynamic system.
Original language | English |
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Pages (from-to) | 2211-2220 |
Number of pages | 10 |
Journal | International Journal of Innovative Computing, Information and Control |
Volume | 6 |
Issue number | 5 |
State | Published - May 2010 |
Keywords
- Linear systems, Unknown inputs, Polytopic uncertainty, ℋ /ℋ filtering, Fault tolerant estimation, Fault detection and isolation
ASJC Scopus subject areas
- Software
- Theoretical Computer Science
- Information Systems
- Computational Theory and Mathematics