Abstract
An approach to the generation of stopping rules in parametric identification problems is proposed on the basis of the computation of a statistic of the difference between two successive estimates. This statistic is also used for fault detection in the Kalman filter. The developed decision rules are applied to a linear system identification problem. Experimental results are presented to demonstrate the performance of the proposed algorithms.
| Original language | English |
|---|---|
| Pages (from-to) | 357-363 |
| Number of pages | 7 |
| Journal | Proceedings of the Institution of Mechanical Engineers. Part I: Journal of Systems and Control Engineering |
| Volume | 215 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - 2001 |
Keywords
- Fault detection
- Kalman filter
- Parametrical identification
- Stopping rule