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An algorithm for real-time failure detection in Kalman filters

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1 Author(s)
Zolghadri, Ali ; Lab. d''Autom. et de Productique, Bordeaux I Univ., Talence, France

An algorithm is presented for solving the problem of real-time failure detection in dynamic systems using Kalman filters. We give a geometric solution to derive a test decision based on the overlap between the confidence regions associated with two estimates: one obtained using on-line measurements and the other based on a priori information. The implementation of a necessary and sufficient condition is shown to result in a scalar test. The advantage compared to standard techniques is a significantly lower computational burden

Published in:

Automatic Control, IEEE Transactions on  (Volume:41 ,  Issue: 10 )

Date of Publication:

Oct 1996

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