Title
Data-Driven Robust Receding Horizon Fault Estimation.
Abstract
This paper presents a data-driven receding horizon fault estimation method for additive actuator and sensor faults in unknown linear time-invariant systems, with enhanced robustness to stochastic identification errors. State-of-the-art methods construct fault estimators with identified state-space models or Markov parameters, without compensating for identification errors. Motivated by this limitation, we first propose a receding horizon fault estimator parameterized by predictor Markov parameters. This estimator provides (asymptotically) unbiased fault estimates as long as the subsystem from faults to outputs has no unstable transmission zeros. When the identified Markov parameters are used to construct the above fault estimator, stochastic identification errors appear as model uncertainty multiplied with unknown fault signals and online system inputs/outputs (I/O). Based on this fault estimation error analysis, we formulate a mixed-norm problem for the offline robust design that regards online I/O data as unknown. An alternative online mixed-norm problem is also proposed that can further reduce estimation errors at the cost of increased computational burden. Based on a geometrical interpretation of the two proposed mixed-norm problems, systematic methods to tune the user-defined parameters therein are given to achieve desired performance trade-offs. Simulation examples illustrate the benefits of our proposed methods compared to recent literature.
Year
DOI
Venue
2015
10.1016/j.automatica.2016.04.020
Automatica (Journal of IFAC)
Keywords
Field
DocType
Data-driven methods,Fault estimation,Receding horizon estimation,Parameter uncertainty
Parameterized complexity,Robust design,Data-driven,Control theory,Markov chain,Horizon,Robustness (computer science),Mathematics,Actuator,Estimator
Journal
Volume
Issue
ISSN
71
C
0005-1098
Citations 
PageRank 
References 
11
0.78
6
Authors
4
Name
Order
Citations
PageRank
Yiming Wan1366.03
Tamás Keviczky247544.62
Michel Verhaegen31074140.85
Fredrik Gustafsson42287281.33