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Fault Detection for Extended Kalman Filter Using a Predictor and Its Application to SDINS  

Yu, Jae-Jong (ADD)
Publication Information
Journal of the Korea Institute of Military Science and Technology / v.9, no.3, 2006 , pp. 132-140 More about this Journal
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.
Keywords
Fault Detection; Extended Kalman Filter(EKF); N-Step Predictor; SDINS;
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