An adaptive filter for calibration and estimation of redundant signals

This paper presents formulation of an adaptive filter for real-time calibration of redundant signals consisting of sensor data and/or analytically derived measurements. The measurement noise covariance matrix is adjusted as a function of the a posteriori probabilities of failure of the individual signals. An estimate of the measured variable is obtained as a weighted average of the calibrated signals. The weighting matrix is recursively updated in real time instead of being fixed a priori. The filter software is presently hosted in a Pentium platform and is portable to other commercial platforms. The filter can be used to enhance the Instrumentation and Control System Software in tactical and transport aircraft, and nuclear and fossil power plants