Complex Systems, Georgi M. Dimirovski, Editör, Springer, London/Berlin , Bern, ss.369-394, 2016
A covariance scaling based robust adaptive Kalman filter (RAKF)
algorithm is developed for the case of sensor/actuator faults. The
proposed RAKF uses variable scale factors for scaling the process and
measurement noise covariances and eliminating the effect of the faults
on the estimation procedure. At first, the existing covariance
estimation based adaptation techniques are reviewed. Then the covariance
scaling methods with single and multiple factors are discussed. After
choosing the efficient adaptation method an overall concept for the RAKF
is proposed. In this concept, the filter initially isolates the fault,
either in the sensors or in the actuators, and then it applies the
required adaptation process such that the estimation characteristic is
not deteriorated. The performance of the proposed filters is
investigated via simulations for the UAV state estimation problem. The
results of the presented algorithms are compared for different types of
sensor/actuator faults and recommendations about their application are
given within this scope.