Kalman Filtering in the Presence of State Space Equality Constraints
Kalman Filtering in the Presence of State Space Equality Constraints
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DOI：
10.1109/chicc.2006.4347158
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发表时间：
2006-07
期刊：
影响因子：
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通讯作者：
Nachi Gupta
中科院分区：
文献类型：
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作者：
Nachi Gupta
我们讨论了两个单独的技术卡尔曼滤波在状态空间等式约束的存在。我们讨论了这些方法，然后证明，尽管缺乏相似性，在一定条件下，他们的配方，这两种方法的结果在数学上等价的约束估计结构。然后，我们讨论实现的数值稳定性。我们的结论是，在卡尔曼滤波中使用等式约束的潜在好处往往超过了计算成本，因此，等式约束，当存在时，应该通过这两种方法之一来执行。
We discuss two separate techniques for Kalman filtering in the presence of state space equality constraints. We discuss these methods and then prove that despite the lack of similarity in their formulations, under certain conditions, the two methods result in mathematically equivalent constrained estimate structures. We then discuss numerical stability for implementations. We conclude that the potential benefits of using equality constraints in Kalman filtering often outweigh the computational costs, and as such, equality constraints, when present, should be enforced by way of one of these two methods.