Title :
A new algorithm for simultaneous input and state estimation
Author :
Fang, Huazhen ; Shi, Yang ; Yi, Jingang
Author_Institution :
Dept. of Mech. Eng., Univ. of Saskatchewan, Saskatoon, SK
Abstract :
Input and state estimation of a dynamic system can find many applications in fault detection and diagnosis, target tracking, and so on. This paper presents a new simultaneous input and state estimation scheme. A recursive algorithm is developed based on the idea of achieving minimum mean square error and minimum error variance. The convergence property of the proposed algorithm is also analyzed. Numerical examples are provided to illustrate the effectiveness of the algorithm.
Keywords :
least mean squares methods; recursive estimation; state estimation; dynamic system; input estimation; minimum error variance; minimum mean square error; recursive algorithm; state estimation; Algorithm design and analysis; Convergence; Fault detection; Fault diagnosis; Mean square error methods; Nonlinear filters; Observers; Recursive estimation; State estimation; Target tracking;
Conference_Titel :
American Control Conference, 2008
Conference_Location :
Seattle, WA
Print_ISBN :
978-1-4244-2078-0
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2008.4586854
