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.
Type de document :
Communication dans un congrès
European Control Conference, Jul 2007, Kos, Greece. 2007
Liste complète des métadonnées

https://hal.inria.fr/hal-00854801
Contributeur : Qinghua Zhang <>
Soumis le : mercredi 28 août 2013 - 11:03:15
Dernière modification le : vendredi 25 mai 2018 - 12:02:05

Identifiants

  • HAL Id : hal-00854801, version 1

Collections

Citation

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

Partager

Métriques

Consultations de la notice

87