TWO-INTERVAL OVERLAP TEST FOR FAILURE PREDICTION IN KALMAN FILTER |
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| Chingiz Hajiyev |
- Abstract:
- An approach to failure prediction in Kalman filter is developed which uses confidence and tolerance intervals for a innovation sequence. The algorithm proposed is based on the criterion of overlapping these intervals and allows the detection of potential failures in Kalman filter. The problem of failure prediction in multidimensional Kalman filters is solved too. In this case a multidimensional innovation sequence is replaced by one-dimensional sequences.
- Keywords:
- Kalman filter, innovation sequence, failure prediction, confidence intervals, tolerance intervals
- Download:
- PWC-2006-TC10-003u.pdf
- DOI:
- -
- Event details
- Event name:
- XVIII IMEKO World Congress
- Title:
Metrology for a Sustainable Development
- Place:
- Rio de Janeiro, BRAZIL
- Time:
- 17 September 2006 - 22 September 2006