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A Comparison Of Filtering Approaches For Aircraft Engine Health Estimation, Daniel J. Simon

Electrical and Computer Engineering Faculty Publications

Different approaches for the estimation of the states of linear dynamic systems are commonly used, the most common being the Kalman filter. For nonlinear systems, variants of the Kalman filter are used. Some of these variants include the LKF (linearized Kalman filter), the EKF (extended Kalman filter), and the UKF (unscented Kalman filter). With the LKF and EKF, performance varies depending on how often Jacobians (partial derivative matrices) are updated. In other words, we see a tradeoff between computational effort and filtering performance. With the unscented Kalman filter, Jacobians are not calculated but computational effort is typically high due to …