The Sliding Innovation Filter

Abstract

In this paper, a new filter referred to as the sliding innovation filter (SIF) is presented. The SIF is an estimation strategy formulated as a predictor-corrector that makes use of a switching gain and innovation term. In estimation theory, a trade-off exists between robustness to disturbances and optimality in terms of estimation error. Unlike the Kalman filter (KF), the SIF is a sub-optimal filter in the sense that it does not provide the optimal solution to the linear estimation problem. However, the switching gain provides an inherent amount of robustness to estimation problems that may be ill-conditioned or contain modeling uncertainties and disturbances. The paper includes the proof of stability and explanation of the SIF gain. Furthermore, the SIF is extended to nonlinear estimation problems using a Jacobian matrix, resulting in the extended sliding innovation filter (ESIF). The methods are applied to a linear and nonlinear aerospace actuator system under the presence of a leakage fault. The results of the simulation demonstrate the improved performance of the SIF and ESIF strategies over popular KF-based methods.

Keywords

• Estimation theory
• Kalman filters
• observers
• robustness
• sliding modes
• state space methods