Kalman Filters for Non-uniformly Sampled Multirate Systems
| Authors: | Shah Sirish L., University of Alberta, Canada
Li Weihua, University of Alberta, Canada
Xiao D., Tsinghua University, China |
|---|
| Topic: | 6.1 Chemical Process Control |
|---|
| Session: | Modelling, Estimation and Fault Detection for Process Control |
|---|
| Keywords: | Kalman filters, non-uniformly sampled multirate systems, one-step prediction, filtering, fault detection |
|---|
Abstract
This paper proposes Kalman Fillter algorithms, including one-step prediction and filtering, for non-uniformly sampled multirate systems. The stability and convergence of the algorithms are analyzed, and their application to fault detection as well as state estimation in the framework of irregularly sampled data is investigated. Numerical examples are provided to demonstrate the applicability of the newly proposed algorithms.
