摘要：AbstractThis work is concerned with the filtering and intermittent fault detection problems for a class of time-varying systems with stochastic parameter uncertainty and sensor saturation. A robust filter is proposed which fully considers both stochastic parameter uncertainty and sensor saturation, but does not depend on any specific uncertainty structure. A special effort is made to obtain the upper bound of the estimation error covariance and the filter gain is designed to minimize it at each time step. Based on the proposed filter, a residual is generated and the corresponding fault detection strategy is given. Finally, a simulation study is carried out to illustrate the validity of the proposed methods.
