Simultaneous Estimation in Linear Dynamic Systems with the Indeterminate Structure Disturbances

In the presented article, the structure of a recursive filter resistant to unknown perturbations, capable of simultaneously estimating the system state and the malfunction arising in it was considered. It is assumed that malfunctions affect both the system state and the output variables, but disturbances affect only state variables. The synthesis method is based on the assume that there is no a priori information about the dynamics of existing faults and disturbances, however, the fault distribution matrix should be a full-rank matrix. The synthesized filter is optimal in the sense of forming unbiased estimates with minimal dispersion. The performance of the synthesized filter was tested with a numerical example.