Robust Filtering for State and Fault Estimation of Linear Stochastic Systems with Unknown Disturbance

<div>Actual unknown disturbance <svg height="12.5794pt" id="M288" style="vertical-align:-3.29107pt" version="1.1" viewbox="-0.0498162 -9.28833 12.4238 12.5794" width="12.4238pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M530 686C535 705 530 712 521 712C504 712 448 684 359 674L358 648H393C437 648 439 646 429 593L400 435C372 447 345 448 332 448C286 448 194 414 144 373C68 311 23 203 23 111C23 26 57 -12 91 -12C120 -12 147 3 188 29C227 54 290 102 341 170H343L322 71C308 6 320 -12 341 -12C373 -12 442 27 501 96L485 120C455 91 422 67 408 67C401 67 401 76 404 91C440 294 479 473 530 686ZM387 375L355 241C326 187 200 53 142 53C126 53 109 73 109 130C109 217 154 337 218 381C240 396 265 404 297 404S372 390 387 375Z" id="g113-101"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="555" vert-adv-y="555"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,7.15,3.132)"><path d="M485 418C485 434 469 451 441 451C389 451 312 387 255 335C221 304 194 278 159 242H157L259 678C264 698 264 710 255 710C242 710 183 681 96 673L90 643L128 642C165 641 171 640 162 602L24 -5L31 -12C51 -4 81 4 110 9L145 181C154 195 180 220 205 242C233 170 263 106 291 53C318 1 335 -12 360 -12C383 -12 425 0 483 82L463 105C437 79 411 57 400 57C388 57 378 68 355 110C329 156 288 244 268 298C299 333 355 376 405 376C426 376 440 373 448 368C453 365 465 368 468 373C477 386 485 405 485 418Z" id="g50-108"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="509" vert-adv-y="509"></glyph.data></g></svg> and its estimated <svg height="17.2561pt" id="M289" style="vertical-align:-4.6795pt" version="1.1" viewbox="-0.0498162 -12.5766 21.0568 17.2561" width="21.0568pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,.555,-3.549)"><path d="M470 557C393 591 314 624 246 666H224C156 624 76 591 0 557L12 532C86 550 163 573 235 596C309 572 384 550 458 532L470 557Z" id="g119-17"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="470" vert-adv-y="470"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M530 686C535 705 530 712 521 712C504 712 448 684 359 674L358 648H393C437 648 439 646 429 593L400 435C372 447 345 448 332 448C286 448 194 414 144 373C68 311 23 203 23 111C23 26 57 -12 91 -12C120 -12 147 3 188 29C227 54 290 102 341 170H343L322 71C308 6 320 -12 341 -12C373 -12 442 27 501 96L485 120C455 91 422 67 408 67C401 67 401 76 404 91C440 294 479 473 530 686ZM387 375L355 241C326 187 200 53 142 53C126 53 109 73 109 130C109 217 154 337 218 381C240 396 265 404 297 404S372 390 387 375Z" id="g113-101"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="555" vert-adv-y="555"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,7.242,3.132)"><path d="M485 418C485 434 469 451 441 451C389 451 312 387 255 335C221 304 194 278 159 242H157L259 678C264 698 264 710 255 710C242 710 183 681 96 673L90 643L128 642C165 641 171 640 162 602L24 -5L31 -12C51 -4 81 4 110 9L145 181C154 195 180 220 205 242C233 170 263 106 291 53C318 1 335 -12 360 -12C383 -12 425 0 483 82L463 105C437 79 411 57 400 57C388 57 378 68 355 110C329 156 288 244 268 298C299 333 355 376 405 376C426 376 440 373 448 368C453 365 465 368 468 373C477 386 485 405 485 418Z" id="g50-108"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="509" vert-adv-y="509"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,11.874,3.132)"><path d="M381 704H317L48 -163H112L381 704Z" id="g50-48"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="429" vert-adv-y="429"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,15.782,3.132)"><path d="M485 418C485 434 469 451 441 451C389 451 312 387 255 335C221 304 194 278 159 242H157L259 678C264 698 264 710 255 710C242 710 183 681 96 673L90 643L128 642C165 641 171 640 162 602L24 -5L31 -12C51 -4 81 4 110 9L145 181C154 195 180 220 205 242C233 170 263 106 291 53C318 1 335 -12 360 -12C383 -12 425 0 483 82L463 105C437 79 411 57 400 57C388 57 378 68 355 110C329 156 288 244 268 298C299 333 355 376 405 376C426 376 440 373 448 368C453 365 465 368 468 373C477 386 485 405 485 418Z" id="g50-108"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="509" vert-adv-y="509"></glyph.data></g></svg> (Case <svg height="8.39864pt" id="M290" style="vertical-align:-0.04981995pt" version="1.1" viewbox="-0.0498162 -8.34882 6.36303 8.39864" width="6.36303pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M456 178V225H360V632H320C217 496 115 347 20 206V178H280V106C280 40 276 34 189 27V0H445V27C364 34 360 39 360 106V178H456ZM280 225H82C149 335 214 431 278 520H280V225Z" id="g113-53"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g></svg>).</div>

Mathematical Problems in Engineering

fig9

Figure 9

Figure 9: Robust Filtering for State and Fault Estimation of Linear Stochastic Systems with Unknown Disturbance 