摘要

Aiming at the problem of turbojet engine component performance evaluation with inequality constraints, the least mean square (LMS) estimation and the truncated probability density PDF) are introduced into the normal extended kalman filter (EKF). The approaches of nonlinear filter with inequality constraints for turbojet engine health estimation are proposed. The constraint mean square error function is minimized and is solved with the Lagrange to inequality-constrained equations in least squares estimation algorithm. The prior inequality constraint is transformed into probability density function in the truncated PDF, and it is easy to obtain its mean and variance of normal distribution function. A series of simulations on a turbojet engine show that both of approaches (the LMS-EKF and the truncated PDF EKF) have better capabilities for the engine component health state estimating compared to the normal EKF one, and the truncated PDF EKF is with the best accuracy and least computational time.

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