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Adaptive observers for linear stochastic time-variant systems with disturbances

Abstract : Motivated by fault detection and isolation problems, we present an approach to the design of state observers for linear time-variant stochastic systems with unknown parameters and disturbances. The novelties with respect to more conventional techniques are as follows: (a) the joint estimation of state, disturbances and parameters 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 observer structure is not fixed a priori, rather derived from the optimal one by means of a sliding window approximation; (d) contrary to descriptor system techniques, which estimate the state starting from a restricted set of disturbance-free equations, our approach is focused on disturbance estimation, from which state estimates are derived straightforwardly.
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Contributor : Qinghua Zhang Connect in order to contact the contributor
Submitted on : Wednesday, August 28, 2013 - 11:03:15 AM
Last modification on : Friday, January 21, 2022 - 3:15:04 AM


  • HAL Id : hal-00854801, version 1



Stefano Perabò, Qinghua Zhang. Adaptive observers for linear stochastic time-variant systems with disturbances. European Control Conference, Jul 2007, Kos, Greece. ⟨hal-00854801⟩



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