H∞ Filtering with Inequality Constraints for Aircraft Turbofan Engine Health Estimation
45th IEEE Conference on Decision and Control, 2006
H∞ filters (also called minimax filters) can estimate the state variables of a dynamic system. However, in the application of state estimators, some known signal information is often either ignored or dealt with heuristically. The contribution of this paper is three-fold: first, this paper extends previous work on equality-constrained H∞ filtering and derives some new theoretical results; second, this paper shows how the inequality-constrained H∞ filtering problem can be reduced to a standard quadratic programming problem; third, this paper shows how inequality-constrained H∞ filtering can be applied to aircraft engine health estimation. The incorporation of state constraints significantly increases the computational effort of the filter but also improves its estimation accuracy. The improved estimation accuracy is shown in this paper both theoretically and experimentally. We also show that the Kalman filter performs better for aircraft engine health estimation under nominal conditions, but (in agreement with theory) the H∞ filter performs better in the presence of unmodeled errors with respect to worst case estimation error.
Simon, Daniel J., "H∞ Filtering with Inequality Constraints for Aircraft Turbofan Engine Health Estimation" (2006). Electrical and Computer Engineering Faculty Publications. 29.
Simon, D.; , "H∞ Filtering with Inequality Constraints for Aircraft Turbofan Engine Health Estimation," Decision and Control, 2006 45th IEEE Conference on, p.3291-3296, 13-15 Dec. 2006.
© 2006 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works.