ON THE JOINT ESTIMATION OF UNKNOWN PARAMETERS AND DISTURBANCES IN LINEAR STOCHASTIC TIME-VARIANT SYSTEMS

Stefano Perabò, Qinghua Zhang

Abstract

Motivated by fault detection and isolation problems, we present an approach to the design of unknown parameters and disturbances estimators for linear time-variant stochastic systems. The main features of the proposed method are: (a) the joint estimation of parameters and disturbances can be carried out; (b) it is a full-stochastic approach: the unknown parameters and disturbances are random quantities and prior information, in terms of means and covariances, can be easily taken into account; (c) the estimator structure is not fixed a priori, rather derived from the optimal infinite dimensional one by means of a sliding window approximation. The advantages with respect to the widely used parity space approach are presented.

References

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Paper Citation


in Harvard Style

Perabò S. and Zhang Q. (2007). ON THE JOINT ESTIMATION OF UNKNOWN PARAMETERS AND DISTURBANCES IN LINEAR STOCHASTIC TIME-VARIANT SYSTEMS . In Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO, ISBN 978-972-8865-84-9, pages 385-388. DOI: 10.5220/0001648603850388


in Bibtex Style

@conference{icinco07,
author={Stefano Perabò and Qinghua Zhang},
title={ON THE JOINT ESTIMATION OF UNKNOWN PARAMETERS AND DISTURBANCES IN LINEAR STOCHASTIC TIME-VARIANT SYSTEMS},
booktitle={Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,},
year={2007},
pages={385-388},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001648603850388},
isbn={978-972-8865-84-9},
}


in EndNote Style

TY - CONF
JO - Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,
TI - ON THE JOINT ESTIMATION OF UNKNOWN PARAMETERS AND DISTURBANCES IN LINEAR STOCHASTIC TIME-VARIANT SYSTEMS
SN - 978-972-8865-84-9
AU - Perabò S.
AU - Zhang Q.
PY - 2007
SP - 385
EP - 388
DO - 10.5220/0001648603850388