An algorithm for real-time failure detection in Kalman filters

@inproceedings{Zolghadri1996AnAF,
  title={An algorithm for real-time failure detection in Kalman filters},
  author={Ali Zolghadri},
  year={1996}
}
  • Ali Zolghadri
  • Published 1996
  • Mathematics
  • 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… CONTINUE READING

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