TWO-INTERVAL OVERLAP TEST FOR FAILURE PREDICTION IN KALMAN FILTER

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

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PWC-2006-TC10-003u.pdf

DOI

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IMEKO TC

TC10 - Measurement for Diagnostics, Optimization and Control

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