미지입력이 존재하는 선형 이산 활률 시스템의 최소 분산 고장 진단 필터의 설계

Design of Minimum Variance Fault Diagnosis Filter for Linear Discrete-Time Stochastic Systems with Unknown Inputs

In this paper a state reconstruction filter for linear discrete-time stochastic systems with unknown inputs and noises is presented. The suggested filter can estimate the system state vector and the unknown inputs simultaneously As an extension of the filter a fault diagnosis filter for linear discrete-time stochastic systems with unknown inputs and noises is presented for each filters the optimal gain determination methods which minimize the variance of the state reconstruction errorare presented. Finally the usability of the filtersis shown via numerical examples.