robust filtering for state and fault estimation of linear stochastic systems with unknown disturbance鲁棒滤波的线性随机系统的状态和故障估计未知的干扰.pdf

Hindawi Publishing Corporation Mathematical Problems in Engineering Volume 2010, Article ID 591639, 24 pages doi:10.1155/2010/591639 Research Article Robust Filtering for State and Fault Estimation of Linear Stochastic Systems with Unknown Disturbance 1 ´ 1 ´ 2 Fayc¸al Ben Hmida, Karim Khemiri, Jose Ragot, and Moncef Gossa1 1 Electrical Engineering Department of ESSTT, Research Unit C3S, Tunis University, 5 Avenue Taha Hussein, BP 56, 1008 Tunis, Tunisia 2 Electrical Engineering Department, Research Laboratory CRAN (CNRS UMR 7039), Nancy University, 2 Avenue de la foret de Haye, 54516 Vandoeuvre-les-Nancy Cedex, France ˆ Correspondence should be addressed to Fayc¸al Ben Hmida, faycal.benhmida@esstt.rnu.tn Received 16 February 2010; Revised 24 August 2010; Accepted 27 September 2010 Academic Editor: J. Rodellar Copyright q 2010 Fayc¸al Ben Hmida et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. This paper presents a new robust filter structure to solve the simultaneous state and fault estimation problem of linear stochastic discrete-time systems with unknown disturbance. The method is based on the assumption that the fault and the unknown disturbance affect both the system state and the output, and no prior knowledge about their dynamical evolution is available. By making use of an optimal three-stage Kalman filtering method, an augmented fault and unknown disturbance models, an augmented robust