UKF based fault detection and state estimation for nonlinear systems with correlated noise

Hongxue Chen, Liping Yan*, Yuanqing Xia, Mengyin Fu, Bo Xiao, Guangzheng Hu, Huifang Li

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

4 Citations (Scopus)

Abstract

State estimation and fault diagnosis are essential topics for dynamic systems. Unscented Kalman filter(UKF) has been widely applied in nonlinear systems. The classical UKF algorithm is built on the premise that process noise and measurement noise is independent. In practical problems, this assumption is not always satisfied. In addition, due to the limitation of communication and sensor fault, etc., data missing or unreliable measurements will happen inevitably. Therefore, it is very important to study the state estimation of nonlinear systems with unreliable measurements and correlated noise. In this paper, an UKF based state estimation algorithm with unreliable observations under correlated noise is presented. A numerical example is given to show the feasibility and effectiveness of the presented algorithm.

Original languageEnglish
Title of host publicationProceedings of the 36th Chinese Control Conference, CCC 2017
EditorsTao Liu, Qianchuan Zhao
PublisherIEEE Computer Society
Pages5294-5299
Number of pages6
ISBN (Electronic)9789881563934
DOIs
Publication statusPublished - 7 Sept 2017
Event36th Chinese Control Conference, CCC 2017 - Dalian, China
Duration: 26 Jul 201728 Jul 2017

Publication series

NameChinese Control Conference, CCC
ISSN (Print)1934-1768
ISSN (Electronic)2161-2927

Conference

Conference36th Chinese Control Conference, CCC 2017
Country/TerritoryChina
CityDalian
Period26/07/1728/07/17

Keywords

  • correlated noise
  • fault detection
  • nonlinear system
  • state estimation

Fingerprint

Dive into the research topics of 'UKF based fault detection and state estimation for nonlinear systems with correlated noise'. Together they form a unique fingerprint.

Cite this