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

Stefano Perabò, Qinghua Zhang

2007

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.

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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