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Journal of the Korea Institute of Military Science and Technology 2006;9(3):132-140.
Fault Detection for Extended Kalman Filter Using a Predictor and Its Application to SDINS
Jae-Jong Yu
예측필터를 이용한 확장칼만필터 고장검출 및 SDINS에의 적용
유재종
국방과학연구소
Abstract
In this paper, a new fault detection method for the extended Kalman filter, which uses a N-step predictor, is proposed. The N-step predictor performs the only time propagations for N-step intervals without measurement updates and its output is used as a monitoring signal for the fault detection. A consistency between the extended Kalman filter and the N-step predictor is tested to detect a fault. A test statistic is defined by the difference between the extended Kalman filter and the N-step predictor. The proposed method is applied to strapdown inertial navigation system (SDINS). By computer simulation, it is shown that the proposed method detects a fault effectively.
Key Words: Fault Detection, Extended Kalman Filter(EKF), N-Step Predictor, SDINS
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