K. Khémiri

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The paper studies the problem of simultaneously estimating the state and the fault of linear stochastic discrete-time varying systems with unknown inputs. The fault and the unknown inputs affect both the system state and output. However, if the dynamical evolution models of the fault and the unknown inputs are available the filtering problem is solved by(More)
The problem of simultaneously estimating the state and the fault of linear time varying stochastic systems in the presence of unknown input with uncertain noise covariances is presented. The approach suggested rests on the use of the Proportional Integral Three-Stage Kalman Filter (PI-ThSKF). This technique is qualified to be robust against the noise(More)
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