Robust fault detection method accounting for modelling errors in uncertain systems : Oh-Kyu Kwon, W.H. Kwon, J.H. Lee, pp 377–382

• Publisher: Elsevier Science
• Year: 1995
• Tongue: English
• Weight: 137 KB
• Volume: 3
• Category: Article
• ISSN: 0967-0661
• DOI: 10.1016/0967-0661(95)90193-0

✦ Synopsis

A random sampling algorithm for nonlinear state estimation is formulated. Special cases of the algorithm are presented. A continuous Markov process is defined, along with a measurement distribution. From these, the posterior distribution on the states is derived, The sampling algorithm generates realizations from this distribution.

A parallel implementation of the algorithm is presented. An application discussed is the problem of tracking radar targets using data from multiple sensors.