Fault Poin Detection with the Bank of Competitive Kalman Filters
Semoushin, I.V.; Tsyganova, J.V.; Kulikova, Maria
Lecture Notes in Computer Science, 2658 (2003), 417-426
http://dx.doi.org/10.1007/3-540-44862-4_44
The problem of fault point detection in the linear stochastic discrete systems is considered. To solve this problem the algorithm with the finite size of the Bank of competitive Kalman filters is suggested. Theoretical results are confirmed by numerical experiments.
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