JOURNAL OF SHANDONG UNIVERSITY (ENGINEERING SCIENCE) ›› 2017, Vol. 47 ›› Issue (5): 136-142.doi: 10.6040/j.issn.1672-3961.0.2017.212

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

HUANG Jie, HE Xiao*   

  1. Department of Automation, Tsinghua University, Beijing 100084, China
  • Received:2017-02-10 Online:2017-10-20 Published:2017-02-10

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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

CLC Number: 

  • TP206+.3
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