On Kalman filtering with linear state equality constraints
Journal article, Peer reviewed
Accepted version
Åpne
Permanent lenke
http://hdl.handle.net/11250/2593430Utgivelsesdato
2019Metadata
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Originalversjon
10.1016/j.automatica.2018.12.010Sammendrag
This article is concerned with the state estimation problem for linear systems with linear state equality constraints. We re-examine constrained Kalman filter variations and propose an alternative derivation of the optimal constrained Kalman filter for time variant systems. This results in an oblique state projection that gives the smallest error covariance. A simple example illustrates the performance of the different Kalman filters.