Constrained Kalman filtering via density function truncation for turbofan engine health estimation

DOI10.1080/00207720903042970zbMath1292.93132OpenAlexW2133902258MaRDI QIDQ5494689

Donald L. Simon, Dan Simon

Publication date: 29 July 2014

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://engagedscholarship.csuohio.edu/cgi/viewcontent.cgi?article=1016&context=enece_facpub

zbMATH Keywords

state constraintsestimationgas turbine enginesKalman filterprobability density functionoptimal filteringhealth monitoringconstrained filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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Cites Work

• Lagrangian duality between constrained estimation and control
• Kalman filter constraint switching for turbofan engine health estimation
• A comparison of filtering approaches for aircraft engine health estimation
• Variance-constrained multiobjective filtering for uncertain continuous-time stochastic systems
• State estimation for linear and non-linear equality-constrained systems
• Constrained linear minimax filter for systems with large plant uncertainties
• Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations