Constrained Kalman Filtering via Density Function Truncation for Turbofan Engine Health Estimation

Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This article develops an analytic method of incorporating state variable inequality constraints in the Kalman filter. The resultant filter truncates the probability density function (PDF) of the Kalman filter estimate at the known constraints and then computes the constrained filter estimate as the mean of the truncated PDF. The incorporation of state variable constraints increases the computational effort of the filter but also improves its estimation accuracy. The improvement is demonstrated via simulation results obtained from a turbofan engine model. It is also shown that the truncated Kalman filter may provide a more accurate way of incorporating inequality constraints than other constrained filters (e.g. the projection approach to constrained filtering)

Optimized state estimation for nonlinear dynamical networks subject to fading measurements and stochastic coupling strength: An event-triggered communication mechanism

summary:This paper is concerned with the design of event-based state estimation algorithm for nonlinear complex networks with fading measurements and stochastic coupling strength. The event-based communication protocol is employed to save energy and enhance the network transmission efficiency, where the changeable event-triggered threshold is adopted to adjust the data transmission frequency. The phenomenon of fading measurements is described by a series of random variables obeying certain probability distribution. The aim of the paper is to propose a new recursive event-based state estimation strategy such that, for the admissible linearization error, fading measurements and stochastic coupling strength, a minimum upper bound of estimation error covariance is given by designing the estimator gain. Furthermore, the monotonicity relationship between the trace of the upper bound of estimation error covariance and the fading probability is pointed out from the theoretical aspect. Finally, a simulation example is used to show the effectiveness of developed state estimation algorithm

Model based estimation of image depth and displacement

Passive depth and displacement map determinations have become an important part of computer vision processing. Applications that make use of this type of information include autonomous navigation, robotic assembly, image sequence compression, structure identification, and 3-D motion estimation. With the reliance of such systems on visual image characteristics, a need to overcome image degradations, such as random image-capture noise, motion, and quantization effects, is clearly necessary. Many depth and displacement estimation algorithms also introduce additional distortions due to the gradient operations performed on the noisy intensity images. These degradations can limit the accuracy and reliability of the displacement or depth information extracted from such sequences. Recognizing the previously stated conditions, a new method to model and estimate a restored depth or displacement field is presented. Once a model has been established, the field can be filtered using currently established multidimensional algorithms. In particular, the reduced order model Kalman filter (ROMKF), which has been shown to be an effective tool in the reduction of image intensity distortions, was applied to the computed displacement fields. Results of the application of this model show significant improvements on the restored field. Previous attempts at restoring the depth or displacement fields assumed homogeneous characteristics which resulted in the smoothing of discontinuities. In these situations, edges were lost. An adaptive model parameter selection method is provided that maintains sharp edge boundaries in the restored field. This has been successfully applied to images representative of robotic scenarios. In order to accommodate image sequences, the standard 2-D ROMKF model is extended into 3-D by the incorporation of a deterministic component based on previously restored fields. The inclusion of past depth and displacement fields allows a means of incorporating the temporal information into the restoration process. A summary on the conditions that indicate which type of filtering should be applied to a field is provided

Locally Minimum-Variance Filtering of 2-D Systems over Sensor Networks with Measurement Degradations: A Distributed Recursive Algorithm

10.13039/501100012166-National Key Research and Development Program of China (Grant Number: 2018AAA0100202); 10.13039/501100001809-National Natural Science Foundation of China (Grant Number: 61673110, 61873148, 61933007, 61903082 and 61973080); 10.13039/501100002858-China Postdoctoral Science Foundation (Grant Number: 2018M640443); Jiangsu Planned Projects for Postdoctoral Research Funds of China (Grant Number: 2019K192); 10.13039/100005156-Alexander von Humboldt Foundation of German

Least-Squares Filtering Algorithm in Sensor Networks with Noise Correlation and Multiple Random Failures in Transmission

This paper addresses the least-squares centralized fusion estimation problem of discrete-time random signals from measured outputs, which are perturbed by correlated noises. These measurements are obtained by different sensors, which send their information to a processing center, where the complete set of data is combined to obtain the estimators. Due to random transmission failures, some of the data packets processed for the estimation may either contain only noise (uncertain observations), be delayed (randomly delayed observations), or even be definitely lost (random packet dropouts). These multiple random transmission uncertainties are modelled by sequences of independent Bernoulli random variables with different probabilities for the different sensors. By an innovation approach and using the last observation that successfully arrived when a packet is lost, a recursive algorithm is designed for the filtering estimation problem. The proposed algorithm is easily implemented and does not require knowledge of the signal evolution model, as only the first- and second-order moments of the processes involved are used. A numerical simulation example illustrates the feasibility of the proposed estimators and shows how the probabilities of the multiple random failures influence their performance

Distributed resilient filtering of large-scale systems with channel scheduling

summary:This paper addresses the distributed resilient filtering for discrete-time large-scale systems (LSSs) with energy constraints, where their information are collected by sensor networks with a same topology structure. As a typical model of information physics systems, LSSs have an inherent merit of modeling wide area power systems, automation processes and so forth. In this paper, two kinds of channels are employed to implement the information transmission in order to extend the service time of sensor nodes powered by energy-limited batteries. Specifically, the one has the merit of high reliability by sacrificing energy cost and the other reduces the energy cost but could result in packet loss. Furthermore, a communication scheduling matrix is introduced to govern the information transmission in these two kind of channels. In this scenario, a novel distributed filter is designed by fusing the compensated neighboring estimation. Then, two matrix-valued functions are derived to obtain the bounds of the covariance matrices of one-step prediction errors and the filtering errors. In what follows, the desired gain matrices are analytically designed to minimize the provided bounds with the help of the gradient-based approach and the mathematical induction. Furthermore, the effect on filtering performance from packet loss is profoundly discussed and it is claimed that the filtering performance becomes better when the probability of packet loss decreases. Finally, a simulation example on wide area power systems is exploited to check the usefulness of the designed distributed filter

Multi-sensor multi-rate fusion estimation for networked systems: Advances and perspectives

National Natural Science Foundation of China under Grants 62103095, 61873058, 61873148 and 61933007; AHPU Youth Top-notch Talent Support Program of China under Grant 2018BJRC009; Natural Science Foundation of Anhui Province of China under Grant 2108085MA07; Royal Society of the UK; Alexander von Humboldt Foundation of Germany

Kalman Filter Constraint Tuning for Turbofan Engine Health Estimation

Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints are often neglected because they do not fit easily into the structure of the Kalman filter. Recently published work has shown a new method for incorporating state variable inequality constraints in the Kalman filter, which has been shown to generally improve the filter s estimation accuracy. However, the incorporation of inequality constraints poses some risk to the estimation accuracy as the Kalman filter is theoretically optimal. This paper proposes a way to tune the filter constraints so that the state estimates follow the unconstrained (theoretically optimal) filter when the confidence in the unconstrained filter is high. When confidence in the unconstrained filter is not so high, then we use our heuristic knowledge to constrain the state estimates. The confidence measure is based on the agreement of measurement residuals with their theoretical values. The algorithm is demonstrated on a linearized simulation of a turbofan engine to estimate engine health

A Comparison of Filtering Approaches for Aircraft Engine Health Estimation

Different approaches for the estimation of the states of linear dynamic systems are commonly used, the most common being the Kalman filter. For nonlinear systems, variants of the Kalman filter are used. Some of these variants include the LKF (linearized Kalman filter), the EKF (extended Kalman filter), and the UKF (unscented Kalman filter). With the LKF and EKF, performance varies depending on how often Jacobians (partial derivative matrices) are updated. In other words, we see a tradeoff between computational effort and filtering performance. With the unscented Kalman filter, Jacobians are not calculated but computational effort is typically high due to the need for multiple simulations at each time step of the underlying dynamic system. Up to this point in time a number of filtering approaches have been used for aircraft turbofan engine health estimation, but a systematic comparison has not been published. This paper compares the estimation accuracy and computational effort of these filters for aircraft engine health estimation. We show in this paper that the EKF and UKF both outperform the LKR The EKF computational effort is an order of magnitude higher than the LKF, and the UKF is another order of magnitude higher than the EKE Overall we conclude that the EKF, with Jacobian calculations about every three flights, is the best choice for aircraft engine health estimation. (C) 2007 Elsevier Masson SAS. All rights reserved