Design of a suboptimal Kalman filter of very high reliability and speed, with internal reconfiguration and failure localization

A suboptimal analog or hybrid Kalman filter implementation is described, stressing reliability, robustness, and speed requirements. The filter is assumed to have mismatched dynamics, noise, and drift, but also computational errors. The state estimation error propagation is studied, and time-dependent bounds established to determine the reinitialization rate. Three alternate filter architectures are studied, and their reliability computed; the device itself applies triple-modular filter redundancy, with failure detection and localization logics.