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Weiss–Weinstein Lower Bounds for Markovian Systems. Part 2: Applications to Fault-Tolerant Filtering.
- Source :
-
IEEE Transactions on Signal Processing . May2007 Part 2, Vol. 55 Issue 5, p2031-2042. 12p. 1 Diagram. - Publication Year :
- 2007
-
Abstract
- Characterized by sudden structural changes, fault-prone systems are modeled using the framework of systems with switching parameters or hybrid systems. Since a closed-form mean-square optimal filtering algorithm for this class of systems does not exist, it is of particular interest to derive a lower bound on the state estimation error covariance. The well known Crameacuter-Rao bound is not applicable to fault-prone systems because of the discrete distribution of the fault indicators, which violates the regularity conditions associated with this bound. On the other hand, the Weiss-Weinstein lower bound is essentially free from regularity conditions. Moreover, a sequential version of the Weiss-Weinstein bound, suitable for Markovian dynamic systems, is presented by the authors in a companion paper. In the present paper, this sequential version is applied to several classes of fault-prone dynamic systems. The resulting bounds can be used to examine fault detectability and identifiability in these systems. Moreover, it is shown that several recently reported lower bounds for fault-prone systems are special cases of, or closely related to, the sequential version of the Weiss-Weinstein lower bound [ABSTRACT FROM PUBLISHER]
Details
- Language :
- English
- ISSN :
- 1053587X
- Volume :
- 55
- Issue :
- 5
- Database :
- Academic Search Index
- Journal :
- IEEE Transactions on Signal Processing
- Publication Type :
- Academic Journal
- Accession number :
- 52037333
- Full Text :
- https://doi.org/10.1109/TSP.2007.893209