Since any disturbance and fault may lead to significant performance degradation in practical dynamical systems,it is essential for a system to be robust to disturbances but sensitive to faults.For this purpose,this paper proposes a robust fault-detection filter for linear discrete time-varying systems.The algorithm uses H∞ estimator to minimize the worst possible amplification from disturbances to estimate errors,and H_ index to maximize the minimum effect of faults on the residual output of the filter.This approach is applied to the MEMS-based INS/GPS.And simulation results show that the new algorithm can reduce the effect of unknown disturbances and has a high sensitivity to faults.
To solve the problem that the standard Kalman filter cannot give the optimal solution when the system model and stochastic information are unknown accurately, single fading factor Kalman filter is suitable for simple systems. But for complex systems with multi-variable, it may not be sufficient to use single fading factor as a multiplier for the covariance matrices. In this paper, a new multiple fading factors Kalman filtering algorithm is presented. By calculating the unbiased estimate of the innovation sequence covariance using fenestration, the fading factor matrix is obtained. Adjusting the covariance matrix of prediction error Pk｜k-1 using fading factor matrix, the algorithm provides different rates of fading for different filter channels. The proposed algorithm is applied to strapdown inertial navigation system （SINS） initial alignment, and simulation and experimental results demonstrate that, the alignment accuracy can be upgraded dramatically when the actual system noise characteristics are different from the pre-set values. The new algorithm is less sensitive to uncertainty noise and has better estimation effect of the parameters. Therefore, it is of significant value in practical applications.
