Fault-Tolerant Cubature Kalman Filter for Engineering Estimation Control Systems

The cubature Kalman filter (CKF) overcomes the limitations of the Kalman filter in strong nonlinear systems, which has been widely used in many fields. However, in practical engineering, the abnormal measurement information obtained by the sensor causes the measurement noise covariance to change, which may deteriorate the filtering performance and even cause the filter failure. The fault-tolerant filter can deal with the state estimation problem for the systems with abnormal measurements. The key of the fault-tolerant filter is to forcefully correct filter innovation by using a fading factor. The fault-tolerant filter technology has been extensively applied in many practical systems, but it is still lack of reasonable theoretical analysis. To this end, the measurement noise model is established and the magnitude of the noise deviation is analyzed. The filtering performance under abnormal measurement is analyzed by three mean squared errors (MSEs), which are the ideal MSE, the filter calculated MSE and the true MSE. In order to solve the influence of sampling approximation deviation of CKF on fault detection, an improved fault detection algorithm is proposed. The performance of fault-tolerant CKF is analyzed from two views. The first view is about comparing the filter calculated MSEs of CKF and of fault-tolerant CKF, the second view is about comparing the relative closeness of the filter calculated MSE to the true MSE for the two algorithms. Numerical examples further verify these conclusions.