Moving Horizon Fault Estimation of a Hybrid System using the Switched ARX-Laguerre Model

Using moving horizon Fault estimation, we propose in this article a fault estimation of a linear hybrid system using a reduced complexity SARX-Laguerre model. The linear hybrid systems are approximated by a SARX-Laguerre model (Switched ARX-Laguerre).This latter is obtained by expanding a discrete time SARX model parameters on Laguerre orthonormal bases. The resulting model ensures an efficient complexity reduction with respect to the classical SARX model. This parametric complexity reduction is still subject to an optimal choice of the Laguerre poles defining Laguerre bases. Therefore, we propose in this paper to identify the parameters of the SARX-Laguerre model by using a recursive algorithm to identify the Fourier coefficients and a metaheuristic algorithm to identify the poles. The proposed model is built from the system input / output observations and is used to develop a fault estimation scheme. The scheme of the fault estimation based on the Moving Horizon fault Estimation (MHE). The proposed fault estimation using moving horizon procedure is tested on numerical simulation.