Kalman Filtering with Inequality Constraints for Turbofan Engine Health Estimation

  title={Kalman Filtering with Inequality Constraints for Turbofan Engine Health Estimation},
  author={Dan Simon Donald L. Simon d. j. simon},
Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state-variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. Thus, two analytical methods to incorporate state-variable inequality con­ straints into the Kalman filter… CONTINUE READING
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