A gain modification form for Kalman filtering under state inequality constraints

DOI10.1002/acs.1180zbMath1213.93195OpenAlexW2004950732MaRDI QIDQ3084114

Vincent Sircoulomb, Ghaleb Hoblos, Houcine Chafouk

Publication date: 15 March 2011

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.1180

zbMATH Keywords

Kalman filteringinequality constraintsaligned orthotopesgain modificationhyper ellipsoids

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Related Items

Improved minimum entropy filtering for continuous nonlinear non-Gaussian systems using a generalized density evolution equation ⋮ A gain modification form for Kalman filtering under state inequality constraints ⋮ Some results on linear equality constrained state filtering

Uses Software

• EnKF

Cites Work

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• Lagrangian duality between constrained estimation and control
• An inequality constrained nonlinear Kalman-Bucy smoother by interior point likelihood maximization
• State estimation for linear systems with state equality constraints
• A gain modification form for Kalman filtering under state inequality constraints
• Kalman filtering for general discrete-time linear systems
• On Kalman Filtering With Nonlinear Equality Constraints