An adaptive three-stage information filter of simultaneous state and unknown disturbance estimation in linear time-varying systems

An adaptive three-stage information filter is proposed to estimate unknown disturbances in discrete linear time-varying systems. By modeling unknown dynamic faults and observation abnormalities as parameter changes, the proposed filter is designed as three detachable filters, including the main info...

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Veröffentlicht in:GPS solutions 2023, Vol.27 (1), p.27, Article 27
Hauptverfasser: He, Kaifei, Liu, Huimin
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description An adaptive three-stage information filter is proposed to estimate unknown disturbances in discrete linear time-varying systems. By modeling unknown dynamic faults and observation abnormalities as parameter changes, the proposed filter is designed as three detachable filters, including the main information filter and two compensation filters. A rule for detecting the unknown dynamic and observation disturbances is presented based on a generalized likelihood ratio test. Under the classical uniform complete observability–controllability conditions and a persistent excitation condition, the exponential stability of the adaptive three-stage information filter is rigorously analyzed. The numerical examples are presented to illustrate the performance of the proposed algorithm. The results show that the proposed filter is a better trade-off between algorithm simplicity and efficiency; after the dynamic and observation disturbances change, the disturbance compensation converges after a transient.
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subjects Abnormalities
Adaptation
Adaptive systems
Algorithms
Atmospheric Sciences
Automotive Engineering
Bias
Compensation
Design
Disturbances
Earth and Environmental Science
Earth Sciences
Electrical Engineering
Estimates
Fault diagnosis
Fault lines
Filters
Geophysics/Geodesy
Laboratories
Likelihood ratio
Observability (systems)
Original Article
Parameter estimation
Space Exploration and Astronautics
Space Sciences (including Extraterrestrial Physics
Stability analysis
Stochastic models
Time varying control systems
title An adaptive three-stage information filter of simultaneous state and unknown disturbance estimation in linear time-varying systems
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