A New Adaptive Kalman Estimator for Detection and Isolation of Multiple Faults Integrated in a Fault Tolerant Control

Abstract EN

For sequential jumps detection, isolation, and estimation in discrete-time stochastic linear systems, Willsky and Jones (1976) have developed the Generalized Likelihood Ratio (GLR) test.

After each detection and isolation of one jump, the treatment of another possible jump is obtained by a direct state estimate and covariance incrementation of the Kalman filter originally designed on the jump-free system.

This paper proposes to extend this approach from a state estimator designed on a reference model directly sensitive to system changes.

We will show that the obtained passive GLR test can be easily integrated in a Fault Tolerant Control System (FTCS) via a control law designed in order to asymptotically reject the effect of sequential jumps.