Kalman Filtering for a Quadratic Form State Equality Constraint
نویسندگان
چکیده
منابع مشابه
Kalman Filtering with State Equality Constraints
For linear dynamic systems with white process and measurement noise, the Kalman filter is known to be an optimal estimator. In the application of Kalman filters there is often known model or signal information that is either ignored or dealt with heuristically [1]. This work presents a way to generalize the Kalman filter in such a way that known relations among the state variables (i.e., state ...
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The Kalman filter is the optimal minimum-variance state estimator for linear dynamic systems with Gaussian noise. In addition, the Kalman filter is the optimal linear state estimator for linear dynamic systems with non-Gaussian noise. For nonlinear systems various modifications of the Kalman filter (e.g., the extended Kalman filter, the unscented Kalman filter, and the particle filter) have bee...
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ژورنال
عنوان ژورنال: Journal of Guidance, Control, and Dynamics
سال: 2014
ISSN: 0731-5090,1533-3884
DOI: 10.2514/1.62890