State Estimation of Continuous-Time Linear Stochastic Systems Subject to State Equality or Inequality Constraints

被引：0
|
作者：
Ohsumi, Akira [1 ]
机构：
[1] Kyoto Inst Technol, Sakyo Ku, Kyoto 6068163, Japan
来源：
2012 PROCEEDINGS OF SICE ANNUAL CONFERENCE (SICE) | 2012年
关键词：
Kalman filtering; state equality constraint; state inequality constraint; constrained parameter;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
In this paper, the constrained estimators are derived for continuous-time linear stochastic systems whose states obey state equality or inequality constraints. The principal idea is the projection of the Kalman estimate onto the constraint subspace. The estimator is extended to the identification problem to estimate the unknown parameters in the system matrix which are subjected to some inequality constraints.
引用
收藏
页码：866 / 873
页数：8
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