Fig. 6. Alarm times of IF in the case of $f_a = 1$
Fig. 7. IF and residuals in the case of $f_a = 2$
Fig. 8. Alarm times of IF in the case of $f_a = 2$
5. CONCLUSIONS AND PERSPECTIVES
In this paper, the IF detection problem for nonlinear stochastic systems has been investigated based on the moving horizon estimation (MHE) algorithm. By introducing the unreliability index of prior estimate, the weight matrices in MHE has been dynamically adjusted, which
can avoid the smearing effects of IFs. The simulation has shown the proposed MHEDWM can guarantee the accuracy of estimator, in the meantime detect all appearing and disappearing times of IFs.
Further research topics include 1) the convergence analysis for the estimation error of MHEDWM; 2) the reduction of the calculation load for nonlinear OP; 3) the simplification of QCF.
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