A Fault-Tolerant Filter for Systems Subject to Stochastic Faults

Abstract

© 2016, Brazilian Society for Automatics--SBA.This paper is concerned with state estimation of discrete-time linear systems subject to additive faults represented as inputs to both the state and measurement equations. Particularly, the sequence of fault inputs is assumed to be parameterizable by three fault parameters: fault magnitude, fault instant, and fault mode index. Moreover, these parameters are treated as unknown realizations of random variables defined so as to account for prior knowledge about possible faults. For tackling this problem, a two-stage filter structure is invoked.

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