State Estimation and Fault Detection for Nonlinear Dynamic Systems

In practical problems, the dynamic systems are usually nonlinear. In this case, the traditional Kalman filter cannot be used for state estimation or fault detection. The two typical extension based on Kalman filtering framework is the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). Theoretically speaking, UKF is better than EKF when estimation accuracy is concerned, especially for high degree nonlinear cases. This paper is concerned with the state estimation and fault detection problem for a class of nonlinear dynamic systems. A novel fault detection and analyse method is presented based on the period residual of EKF and UKF. For different kind of faults, mainly, the system parameter error, the sensor/data error, EKF and UKF are used and the estimation and fault detection effects are compared and analyzed.