Abstract

It is di-cult to detect the incipient failure of the complex facility in the failure detecting and diagnose fleld. The main characteristic of the incipient failure is the step change or gradual change of the states and parameters. Based on the orthogonality principle, this paper proposes a strong tracking square-root center difierence Kalman fllter (SR-CDKF) that is named as SSR-CDKF and applied to detect the incipient failure of the complex system afterwards. Simulation results demonstrate that the proposed fllter can estimate the system state and parameter more accurately and track the step change state and parameter quicker than the SR-CDKF, the method of how to select the parameters appropriately is proposed by comparing the variance when selecting difierent parameters. At last, the incipient failure of gyro is detected by the proposed SSR-CDKF.

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