Abstract

This paper presents the development of a Finite Memory Observer in systems with a correlation between measurement and state noises. This work proves the interest of designing observer statements adapted to systems with correlated noises. It also develops a theoretical form of continuous time representation of Finite Memory Observers. The estimators obtained are studied in different noise behavior cases and with different window length values. These studies show the robustness of the observer even in presence of unknown noises. Finally, this estimator is applied to the diagnostic of a faulty system with correlated measurement and state noises.

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