Browsing by Author "Cofré Torres Patricio Esteban"

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    An application of particle filter for FDI oriented change detection and bounded parameter estimation
    (IEEE, 2007) Cofré Torres Patricio Esteban; Cipriano, Aldo
    In their original formulations, state estimation schemes such as Kalman Filter, do not allow the incorporation of prior information on their physical bounds. This results in a certain probability of generating estimates that are physically impossible. Also, the Gaussian assumption in conventional schemes produces a trade-off between estimation error and estimation speed. This paper presents a solution based on a particle filter for which a bounded a priori parameter distribution is chosen. It is shown that a Beta distribution with hard bounds and adaptive estimation variance can overcome both drawbacks, thus achieving a lower fault detection time delay without increasing the estimation error, compared with the Extended Kalman Filter.