The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
The paper deals with designing an approximate active fault detector for stochastic linear Markovian switching systems over an infinite time horizon. The problem is formulated as a functional optimization problem that can be solved using approximate dynamic programming. First, the Generalized Pseudo Bayes (GPB) algorithm is employed to solve the state estimation problem. Then the original formulation...
The paper deals with state estimation of nonlinear stochastic dynamic systems. In particular, the stress is laid on development of second-order discrete-time filters for nonlinear continuous-discrete models. Two different filters are derived based on different order of nonlinear function approximation and discretization of the continuous dynamics equation. For the approximation the Taylor expansion...
The paper deals with state estimation of stochastic nonlinear dynamical systems. A structure adaptation of nonlinear filters is proposed to reduce errors stemming from approximations made by the filters. The adaptation is controlled by non-Gaussian measures which assess current working conditions of the filter. A large non-Gaussian measure indicates a possible large approximation error and results...
In this paper the problem of active fault detection for a non-linear discrete-time stochastic system over an infinite time horizon is considered. The faults in the system are modeled by switching between fault-free and finitely many faulty models. The optimal active fault detector is derived by reformulating the original problem and solving corresponding Bellman's functional equation. A suboptimal...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.