Federated ensemble Kalman filter in no reset mode design

The main contribution of this paper is to design a more accurate optimal/suboptimal fault tolerant state estimator. Federated filters compose of a set of local filters and a master filter, the local filters work in parallel and their solutions are periodically fused by the master filter yielding a global solution. Federated ensemble Kalman filter no reset configuration is developed for multi-sensor data fusion. Ensemble Kalman filter(ENKF) estimation is widely used, where the models are of extremely high order and nonlinear, the initial states are highly uncertain, and a large number of measurements are available. ENKF is used as local filters in federated filter no reset mode design. Fault detection and isolation (FDI) algorithms is applied to local filter´s outputs. Faulty local filters are isolated and not fused by master filter to get a fault tolerant filter. Simulation results demonstrate the validity of the proposed filter formation.