A new formulation of fault-tolerant estimation problems and some solutions

The problem of fault tolerant state estimation is considered. We propose a unified, general formulation of the problem in which two different types of faults affect the system´s output simultaneously. This problem statement generalizes previously reported formulations that may be obtained as special cases. Three families of state estimation methods for fault-prone systems are presented, generalizing several classical estimation algorithms. These families include: one-step near-optimal filters, which are closely related to the GPB filter family, IMM-based filters, and linear optimal estimators.