Finite impulse response filter based fault estimation with computational efficiency for linear discrete time-varying systems subject to multiplicative noise |
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| Institution: | 1. School of Electrical Engineering, University of Jinan, Jinan 250022;2. College of Automation Engineering, Nanjing University of Aeronautics and Astronautics, Nanjing 210016;3. Shool of Control Science and Engineering, Shandong University, Jinan 250061;1. School of Automation, Nanjing University of Science and Technology, Nanjing, China;2. School of Electrical and Automation Engineering, Nanjing Normal University, Nanjing 210023, China;3. School of Science, Huzhou University, Huzhou 313000, China;1. Department of Automation, University of Science and Technology of China, Hefei 230027, China;2. Quantum Machines Unit, Okinawa Institute of Science and Technology Graduate University, Okinawa 904-0495, Japan;3. School of Automation, Hangzhou Dianzi University, Hangzhou 310018, China;1. College of Automation, Chongqing University, Chongqing, 400044, China;2. College of Information Science and Engineering, Northeastern University, Shenyang, Liaoning, 110004, China;1. Centro Universitario de la Ciénega, Universidad de Guadalajara Av. Universidad No. 1115, Col. Lindavista, Ocotlán 47820, Jalisco, México;2. Department of Information Engineering, Computer Science and Mathematics, University of L’Aquila, Via Vetoio, Loc. Coppito, L’Aquila 67100, Italy;3. Center of Excellence DEWS, University of L’Aquila Via Vetoio, Loc. Coppito, L’Aquila 67100, Italy;4. Quartz Laboratory EA 7393, ENSEA 6 Avenue du Ponçeau, Cergy Pontoise Cedex 95014, France;5. LS2N UMR 6004 CNRS, École Centrale Nantes France;1. The Institute of Artificial Intelligence, and School of Automation and Electrical Engineering, University of Science and Technology Beijing, Beijing 100083, China;2. Artificial Intelligence in Robotics Laboratory (AiR Lab), Department of Electrical and Computer Engineering, Aarhus University, Aarhus C 8000, Denmark |
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| Abstract: | The robust fault estimation problem for linear discrete time-varying (LDTV) systems subject to multiplicative noise is investigated by means of finite impulse response (FIR) filter. A novel analytical redundancy, expressed via all states of the previous time window, is originally established to construct the fault estimator. To ensure the satisfactory fault estimation accuracy in stochastic sense under the interference of random uncertainty, a new performance index in forms of matrix trace function is proposed. An easy-to-check necessary and sufficient condition is presented to obtain the optimal filter gain via minimizing the performance index at each time instant. It is analytically demonstrated that, the newly proposed fault estimation algorithm enjoys obvious computational advantages in updating the filter gain, especially as the length of the time window increases for time-varying systems. Simulation results are finally provided to verify its feasibility and superiority. |
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