EngineeringComputer ScienceMathematics
D. Simon
tlooto Summary
This paper provides an overview of various ways to incorporate state constraints in the Kalman filter and its nonlinear modifications, and which is the optimal constrained linear state estimate.
Abstract
Abstract is not available.
Citation format
SIMON, D. Kalman filtering with state constraints: A survey of linear and nonlinear algorithms. IET Control Theory and Applications, 2010, 4: 1303–1318.