Discrete Kalman Filter Invariant to Perturbations
Author
Volovyk, A.
Kychak, V.
Havrilov, D.
Воловик, А. Ю.
Гаврілов, Д. В.
Кичак, В. М.
Date
2021Metadata
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- Наукові роботи каф. ІКСТ [437]
Abstract
Fault detection problems in dynamic objects and their localization are a very
critical and rather challenging tasks for many practical applications. The Kalman-filter
technology is used for these purposes most often. The correct operation indicator of the
specified filter is the innovation process to be represented as a normal uncorrelated
stochastic process with zero mean value and a priori calculated covariation matrix, except
the specified conditions, are violated in case of unforeseen perturbations. The aim of the
presented work is to develop a method allowing to restore the normal performance of the
Kalman filter in the presence of uncertain disturbances. This aim is attained by applying a
special one-to-one transformation of the output equation of the testing system, as a result of
it, the disturbance component is modified by the extrapolation equation of the state vector
dynamic system. This feature will be used in the sequel when modified Kalman filter is
applied to the transformed system. The properties of the obtained filter concerning the
stability of estimation errors, their convergence, and optimality are discussed. The
efficiency of the method has been verified by the method of statistical modeling on a test
example of a third-order dynamic system.
Please use this identifier to cite or link to this item:
http://ir.lib.vntu.edu.ua//handle/123456789/41366