Brief Estimation and detection of unknown inputs using optimal FIR filter

Authors:
Sang Hwan Park;Pyung Soo Kim;Oh-Kyu Kwon;Wook Hyun Kwon
Affiliations:
Control Information Systems Laboratory, School of Electrical Engineering, Seoul National University, San 56-1, Shilim-dong, Kwanak-gu, Seoul 151-742, South Korea;Control Information Systems Laboratory, School of Electrical Engineering, Seoul National University, San 56-1, Shilim-dong, Kwanak-gu, Seoul 151-742, South Korea;School of Electrical and Computer Engineering, Inha University, Inchon 402-751, South Korea;Control Information Systems Laboratory, School of Electrical Engineering, Seoul National University, San 56-1, Shilim-dong, Kwanak-gu, Seoul 151-742, South Korea
Venue:
Automatica (Journal of IFAC)
Year:
2000

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Abstract

The optimal finite impulse response (FIR) filter is applied to systems with both unknown inputs and noise, in order to obtain noise-suppressed estimates of the unknown inputs. The unknown inputs are modeled as random-walk processes and estimated together with the state. Using the optimal FIR filtering algorithm, the estimate for each unknown input is shown to be independent of the window initial state and also of other unknown inputs. A detection scheme for an unknown input is developed utilizing a test variable independently of other unknown inputs. Finally, numerical examples are given to show the performance of the proposed estimation and detection method.