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 paper develops an analytic method of incorporating state-variable inequality constraints in the Kalman filter. The resultant filter is a combination of a standard Kalman filter and a quadratic programming problem. The incorporation of state-variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is proven theoretically and shown via simulation results obtained from application to a turbofan engine model. This model contains 16 state variables, 12 measurements, and 8 component health parameters. It is shown that the new algorithms provide improved performance in this example over unconstrained Kalman filtering.
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April 2005
Technical Papers
Aircraft Turbofan Engine Health Estimation Using Constrained Kalman Filtering
Dan Simon,
Dan Simon
Electrical Engineering Department, Cleveland State University, 1960 East 24th Street, Cleveland, OH 44115
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Donald L. Simon
Donald L. Simon
U.S. Army Research Laboratory, NASA Glenn Research Center, 21000 Brookpark Road, Cleveland, OH 44138
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Dan Simon
Electrical Engineering Department, Cleveland State University, 1960 East 24th Street, Cleveland, OH 44115
Donald L. Simon
U.S. Army Research Laboratory, NASA Glenn Research Center, 21000 Brookpark Road, Cleveland, OH 44138
Contributed by the International Gas Turbine Institute (IGTI) of THE AMERICAN SOCIETY OF MECHANICAL ENGINEERS for publication in the ASME JOURNAL OF ENGINEERING FOR GAS TURBINES AND POWER. Paper presented at the International Gas Turbine and Aeroengine Congress and Exhibition, Atlanta, GA, June 16–19, 2003, Paper No. 2003-GT-38584. Manuscript received by IGTI, October 2002, final revision, March 2003. Associate Editor: H. R. Simmons.
J. Eng. Gas Turbines Power. Apr 2005, 127(2): 323-328 (6 pages)
Published Online: April 15, 2005
Article history
Received:
October 1, 2002
Revised:
March 1, 2003
Online:
April 15, 2005
Citation
Simon, D., and Simon, D. L. (April 15, 2005). "Aircraft Turbofan Engine Health Estimation Using Constrained Kalman Filtering ." ASME. J. Eng. Gas Turbines Power. April 2005; 127(2): 323–328. https://doi.org/10.1115/1.1789153
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