Fault estimation and prediction for nonlinear stochastic system with intermittent observations

Summary This paper is concerned with the fault estimation and prediction problems for a class of nonlinear stochastic systems with intermittent observations. Based on the extended Kalman filter and Kalman filter, the fault and state are simultaneously estimated, and then, it is extended to the case of intermittent observations. Meanwhile, the boundedness of the estimation error is also discussed. Once the fault is detected, the parameters of each fault are identified by the linear regression method. Then, the future fault signal can be predicted by the parameters of the fault. The effectiveness of the proposed algorithm is verified by the simulation of the 3-tank system.

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