In this paper, we investigate state estimations of a dynamical system in which not only process and measurement noise, but also parameter uncertainties and deterministic input signals are involved. The sensitivity penalization based robust state estimation is extended to uncertain linear systems with deterministic input signals and parametric uncertainties which may nonlinearly affect a state-space plant model. The form of the derived robust estimator is similar to that of the well-known Kalman filter with a comparable computational complexity. Under a few weak assumptions, it is proved that though the derived state estimator is biased, the bound of estimation errors is finite and the covariance matrix of estimation errors is bounded. Numerical simulations show that the obtained robust filter has relatively nice estimation performances.
As an important technology for predictive maintenance, failure prognosis has attracted more and more attentions in recent years. Real-time reliability prediction is one effective solution to failure prognosis. Considering a dynamic system that is composed of normal, deteriorating and unreliable components, this paper proposes an integrated approach to perform real-time reliability prediction for such a class of systems. For a deteriorating component, the degradation is modeled by a time-varying fault process which is a linear or approximately linear function of time. The behavior of an unreliable component is described by a random variable which has two possible values corresponding to the operating and malfunction conditions of this component. The whole proposed approach contains three algorithms. A modified interacting multiple model particle filter is adopted to estimate the dynamic system's state variables and the unmeasurable time-varying fault. An exponential smoothing algorithm named the Holt's method is used to predict the fault process. In the end, the system's reliability is predicted in real time by use of the Monte Carlo strategy. The proposed approach can effectively predict the impending failure of a dynamic system, which is verified by computer simulations based on a three-vessel water tank system.
XU ZhengGuo1,2, JI YinDong2,3 & ZHOU DongHua1,2? 1 Department of Automation, Tsinghua University, Beijing 100084, China
