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

A sub-optimal analog or hybrid Kalman filter implementation is described, stressing reliability, robustness and speed requirements. The filter is assumed to be have mismatched dynamics, noise, 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 triplemodular filter redundancy, with failure detection and localization logics.