TY - GEN
T1 - Some results on Kalman filtering with linear equality state constraints
AU - Jiang, Chaoyang
AU - Zhang, Yong An
PY - 2011
Y1 - 2011
N2 - This paper addresses the estimation problem for linear system with linear equality state constraints. We review the existing state projection method and present a simple way to find the optimal filter gain of the constrained Kalman filter. Then, we transform the constrained system into a reduced-order model and construct a reduced-order Kalman filter for this estimation problem. Next, we discuss the properties and error covariance matrices of different estimates. Finally, a vehicle tracking example is provided to compare the effectiveness of these estimators.
AB - This paper addresses the estimation problem for linear system with linear equality state constraints. We review the existing state projection method and present a simple way to find the optimal filter gain of the constrained Kalman filter. Then, we transform the constrained system into a reduced-order model and construct a reduced-order Kalman filter for this estimation problem. Next, we discuss the properties and error covariance matrices of different estimates. Finally, a vehicle tracking example is provided to compare the effectiveness of these estimators.
UR - http://www.scopus.com/inward/record.url?scp=80052231679&partnerID=8YFLogxK
U2 - 10.1109/ICIEA.2011.5975734
DO - 10.1109/ICIEA.2011.5975734
M3 - Conference contribution
AN - SCOPUS:80052231679
SN - 9781424487554
T3 - Proceedings of the 2011 6th IEEE Conference on Industrial Electronics and Applications, ICIEA 2011
SP - 1006
EP - 1011
BT - Proceedings of the 2011 6th IEEE Conference on Industrial Electronics and Applications, ICIEA 2011
T2 - 2011 6th IEEE Conference on Industrial Electronics and Applications, ICIEA 2011
Y2 - 21 June 2011 through 23 June 2011
ER -