Bayesian Fault Detection Method for Linear Systems with Outliers
Pesonen, Henri; Piche, Robert (2012)
Pesonen, Henri
Piche, Robert
IEEE
2012
Julkaisun pysyvä osoite on
https://urn.fi/URN:NBN:fi:tty-201311061419
https://urn.fi/URN:NBN:fi:tty-201311061419
Kuvaus
Peer reviewed
Tiivistelmä
A novel approach for monitoring the accuracy of the Bayesian estimate of linear Gaussian state-space model is introduced, based on the monitoring of the propagation of the errors in the Kalman filter algorithm. The effect of the sensor errors on the Kalman filter estimate is explicitly computed and compensated for. Marginalized particle filter is used to compute the posterior distribution of the sensor errors and using a target tracking simulation it is shown that the proposed method has improved performance over the standard DIA method
Kokoelmat
- TUNICRIS-julkaisut [17001]