منابع مشابه
Norm-Constrained Kalman Filtering∗
The problem of estimating the state vector of a dynamical system from vector measurements, when it is known that the state vector satisfies norm equality constraints is considered. The case of a linear dynamical system with linear measurements subject to a norm equality constraint is discussed with a review of existing solutions. The norm constraint introduces a nonlinearity in the system for w...
متن کاملRobert H . Bishop , and Daniele Mortari Norm - Constrained Kalman Filtering
The problem of estimating the state vector of a dynamical system from vector measurements when it is known that the state vector satisfies norm equality constraints is considered. The case of a linear dynamical system with linear measurements subject to a norm equality constraint is discussed with a review of existing solutions. The norm constraint introduces a nonlinearity in the system for wh...
متن کاملKalman filtering with constrained output injection
The classical Kalman filter provides optimal least-squares estimates of all of the states of a linear time-varying system under process and measurement noise. In many applications, however, optimal estimates are desired for a specified subset of the system states, rather than all of the system states. For example, for systems arising from discretized partial differential equations, the chosen s...
متن کاملAircraft Turbofan Engine Health Estimation Using Constrained Kalman Filtering
Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This...
متن کاملMathematically Equivalent Approaches for Equality Constrained Kalman Filtering
Kalman Filtering problems often have inherent and known constraints in the physical dynamics that are not exploited despite potentially significant gains (e.g., fixed speed of a motor). In this paper, we review existing methods and propose some new ideas for filtering in the presence of equality constraints. We then show that three methods for incorporating state space equality constraints are ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Guidance, Control, and Dynamics
سال: 2014
ISSN: 0731-5090,1533-3884
DOI: 10.2514/1.g000344