Brief paper: Kalman filters in non-uniformly sampled multirate systems: For FDI and beyond

Authors:
Weihua Li;Sirish L. Shah;Deyun Xiao
Affiliations:
Department of Chemical and Materials Engineering, University of Alberta, Edmonton, Canada T6G 2G6;Department of Chemical and Materials Engineering, University of Alberta, Edmonton, Canada T6G 2G6;Department of Automation, Tsinghua University, Beijing 100084, China
Venue:
Automatica (Journal of IFAC)
Year:
2008

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Abstract

The first part of the paper is the development of a data-driven Kalman filter for a non-uniformly sampled multirate (NUSM) system. Algorithms for both one-step predictor and filtering are developed and analysis of stability and convergence is conducted in the NUSM framework. The second part of the paper investigates a Kalman filter-based methodology for unified detection and isolation of sensor, actuator, and process faults in the NUSM system with analysis on fault detectability and isolability. Case studies using data respectively collected from a pilot experimental plant and a simulated system are conducted to justify the practicality of the proposed theory.