Ensemble Kalman Filters (EnKF) for State Estimation and Prediction of Two-time Scale Nonlinear Systems with Application to Gas Turbine Engines

Najmeh Daroogheh, Nader Meskin, Khashayar Khorasani

In this paper, we propose and develop a methodology for nonlinear systems health monitoring by modeling the damage and degradation mechanism dynamics as "slow" states that are augm…