Fault Estimation Filter Design with Guaranteed Stability Using Markov Parameters
Yiming Wan, Tamas Keviczky, Michel Verhaegen

TL;DR
This paper introduces a novel data-driven method for designing fault estimation filters directly from Markov parameters, ensuring stability and improved performance without explicit plant models.
Contribution
It proposes a systematic, stability-guaranteed fault filter design approach using Markov parameters, bypassing the need for explicit state-space models.
Findings
Effective fault estimation on an unstable aircraft system
Guarantees stability and suboptimal H2 performance
Flexible filter order selection for performance trade-offs
Abstract
For additive actuator and sensor faults, we propose a systematic method to design a state-space fault estimation filter directly from Markov parameters identified from fault-free data. We address this problem by parameterizing a system-inversion-based fault estimation filter with the identified Markov parameters. Even without building an explicit state-space plant model, our novel approach still allows the filter gain design for stabilization and suboptimal performance. This design freedom cannot be achieved by other existing data-driven fault estimation filter designs so far. Another benefit of our proposed design is the convenience of determining the state order: a higher state order of the filter leads to better estimation performance, at the cost of heavier computational burden. In contrast, order determination is cumbersome when using an identified state-space plant…
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