Online Performance Assessment of Multi-Sensor Kalman Filters Based on Subjective Logic

Abstract

Operation monitoring for automation systems requires self-assessment of all data processing modules. In this work, we extend our new self-assessment method for linear Kalman filters based on subjective logic to nonlinear Kalman filtering. Furthermore, we propose novel approaches within this subjective logic-based framework to assess the overall filter performance in multi-sensor systems online, i.e., in real-time without ground truth data. The results of the proposed self-assessment method for nonlinear Kalman filtering are demonstrated through simulation studies, showing advantages compared to classical consistency measures, like the normalized innovation squared. In addition, the results of the proposed online overall filtering assessment for multi-sensor systems can even compete with consistency measures based on ground truth data, which cannot be applied in online applications.