Fault Detection Using Propagator for Kalman Filter and Its Application to SDINS

In this paper, we propose a fault detection method for extended Kalman filter in decentralized filter structure. To detect a fault, a consistency between filter output and a monitoring signal is tested. State propagators are used to obtain the monitoring signal. However, the output of state propagator increases in magnitude and finally diverges as time runs. To solve such problem, two-propagator method was proposed for linear system. Two propagators are reset by Kalman filter output, alternatively, to avoid divergence. But a test statistics change abruptly at the reset instant in that method. Hence a N-step propagator method is proposed to fix up the problem. In the N-step propagator, only time propagations are performed from k-N+1 step to k step without measurement updates. A test statistics are defined by errors and its covariance between extended Kalman filter and N-step propagator. These fault detection methods are applied to integrated strapdown inertial navigation system (SDINS). By computer simulation, it is shown that the proposed methods detect a fault effectively.