Adaptive master-slave cubature Kalman filters subject to state inequality constraints for wind turbine state estimation

The cubature Kalman filter (CKF) is well-known for a decade as a derivative-free nonlinear Kalman filter that is well-suited for high-dimensional nonlinear estimation problems. This paper further develops this classical CKF in order to cope with time-varying noise statistics as well as inequality constraints on the estimated states. The resulting adaptive filter is suggested to provide more accurate state estimates and to be more robust against filter divergence. Moreover, this contribution proposes an automated filter design based on numerical optimization which uses the normalized estimation error squared (NEES) and the normalized innovation squared (NIS) as part of the objective function. The novel adaptive CKF is applied to wind turbines in order to assess the potential improvement for state and parameter estimation. The simulation results for an illustrative acid test scenario with time-varying measurement noise show the superiority of the novel adaptive CKF since it compensates the noise robustly and thereby outperforms the classical filter.