Two-interval overlap test for failure prediction in kalman filter

Chingiz Hajiyev*

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Citation (Scopus)

Abstract

An approach to failure prediction in Kalman filter is developed which uses confidence and tolerance intervals for a innovation sequence. The algorithm proposed is based on the criterion of overlapping these intervals and allows the detection of potential failures in Kalman filter. The problem of failure prediction in multidimensional Kalman filters is solved too. In this case a multidimensional innovation sequence is replaced by one- dimensional sequences.

Original languageEnglish
Title of host publication18th IMEKO World Congress 2006
Subtitle of host publicationMetrology for a Sustainable Development
Pages7-12
Number of pages6
Publication statusPublished - 2006
Event18th IMEKO World Congress 2006: Metrology for a Sustainable Development - Rio de Janeiro, Brazil
Duration: 17 Sept 200622 Sept 2006

Publication series

Name18th IMEKO World Congress 2006: Metrology for a Sustainable Development
Volume1

Conference

Conference18th IMEKO World Congress 2006: Metrology for a Sustainable Development
Country/TerritoryBrazil
CityRio de Janeiro
Period17/09/0622/09/06

Keywords

  • Confidence intervals
  • Failure prediction
  • Innovation sequence
  • Kalman filter
  • Tolerance intervals

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