Nonlinear Filters. Simon Haykin

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Nonlinear Filters - Simon  Haykin


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href="#fb3_img_img_3b78f05e-6f91-5c00-8e7b-828d2a533e02.png" alt="bold e Subscript bold z Sub Subscript k minus 1 Sub Superscript l"/> is obtained from (3.32). Given bold v Subscript k Superscript e q, the discrete‐time sliding‐mode observer provides the state estimate as [37]:

      (3.34)ModifyingAbove bold x With Ì‚ Subscript k plus 1 Baseline equals bold upper A ModifyingAbove bold x With Ì‚ Subscript k Baseline plus bold upper B bold u Subscript k Baseline minus bold upper T Superscript negative 1 Baseline StartBinomialOrMatrix bold upper I Subscript n Sub Subscript y Subscript Baseline Choose negative bold upper L EndBinomialOrMatrix bold v Subscript k Superscript e q Baseline period

      The unknown‐input observer (UIO) aims at estimating the state of uncertain systems in the presence of unknown inputs or uncertain disturbances and faults. The UIO is very useful in diagnosing system faults and detecting cyber‐attacks [35, 39]. Let us consider the following discrete‐time linear system:

      (3.38)script upper O Subscript script l Baseline equals StartBinomialOrMatrix bold upper C Choose script upper O Subscript script l minus 1 Baseline bold upper A EndBinomialOrMatrix comma

      (3.39)script upper J Subscript script l Baseline equals Start 2 By 2 Matrix 1st Row 1st Column bold upper D 2nd Column bold 0 2nd Row 1st Column script upper O Subscript script l minus 1 Baseline bold upper B 2nd Column script upper J Subscript script l minus 1 Baseline EndMatrix period

      Then, the dynamic system

      is a UIO with delay script l, if


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