基于两阶段TKF的测量死区下离散时间系统的故障估计

doi:10.6040/j.issn.1672-3961.0.2017.212

山东大学学报(工学版) ›› 2017, Vol. 47 ›› Issue (5): 136-142.doi: 10.6040/j.issn.1672-3961.0.2017.212

基于两阶段TKF的测量死区下离散时间系统的故障估计

黄洁,何潇^*

清华大学自动化系, 北京 100084

收稿日期:2017-02-10 出版日期:2017-10-20 发布日期:2017-02-10
通讯作者: 何潇(1982— ),男,河北保定人,副教授,博士生导师,博士,主要研究方向为网络化系统的鲁棒滤波,故障诊断与容错控制;高速列车信息控制系统的故障诊断.E-mail:hexiao@tsinghua.edu.cn E-mail:huang-j15@mails.tsinghua.edu.cn
作者简介:黄洁(1993— ),女,福建莆田人,硕士研究生,主要研究方向为网络化系统的故障诊断.E-mail:huang-j15@mails.tsinghua.edu.cn
基金资助:
国家自然科学基金资助项目(61473163,61522309,61490701)

Fault estimation for discrete-time systems with output dead-zone using two-stage Tobit kalman filter

HUANG Jie, HE Xiao^*

Department of Automation, Tsinghua University, Beijing 100084, China

Received:2017-02-10 Online:2017-10-20 Published:2017-02-10

摘要/Abstract

摘要： 针对出现测量死区的离散系统,提出一种基于两阶段TKF的故障估计方法。引入2个Bernoulli随机向量描述输出死区,并设计了增广状态Tobit卡尔曼滤波器(augmented state Tobit Kalman filter, ASTKF)。通过两步U-V变换方法对ASTKF的协方差矩阵解耦,从而获得两阶段Tobit卡尔曼滤波器(two-stage Tobit Kalman filter, TSTKF),并且利用TSTKF解决了系统故障估计问题。对所提出方法进行仿真,并与标准卡尔曼滤波器、间歇观测下的卡尔曼滤波器进行比较,说明了该方法的可行性和准确性。

关键词: 故障估计, Tobit回归模型, 递推估计, 数据删失, 测量死区, 两阶段Tobit卡尔曼滤波器

Abstract: The problem of estimating the fault for discrete-time systems with output dead-zone was addressed via two-stage Kalman filtering approach.Two Bernoulli random vectors were introduced to model the dead-zone effect. A two-stage Tobit Kalman filter(TSTKF)was derived to solve the filtering problem. The covariance matrices of the augmented state Tobit Kalman filter(ASTKF)was decoupled by using a two-stage U-V transformation technique to obtain the TSTKF. A numerical example was provided to illustrate the feasibility and accuracy of the proposed filter in the end which was compared with both standard Kalman filter and Kalman filter with intermittent observations.

Key words: fault estimation, data censoring, output dead-zone, two-stage Tobit Kalman filter, Tobit regression model, recursive estimation

中图分类号:

TP206+.3

黄洁,何潇. 基于两阶段TKF的测量死区下离散时间系统的故障估计[J]. 山东大学学报(工学版), 2017, 47(5): 136-142.

HUANG Jie, HE Xiao. Fault estimation for discrete-time systems with output dead-zone using two-stage Tobit kalman filter[J]. JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE), 2017, 47(5): 136-142.

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基于两阶段TKF的测量死区下离散时间系统的故障估计

Fault estimation for discrete-time systems with output dead-zone using two-stage Tobit kalman filter

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