Nonlinear Filters. Simon Haykin
Читать онлайн книгу.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
(3.34)
3.5 Unknown‐Input Observer
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:
where
The matrix
(3.38)
(3.39)
Equation (3.37) can be rewritten in the following compact form:
Then, the dynamic system
is a UIO with delay