Sigma-Point Kalman Filter with State Constraints

被引：0
|
作者：
Schneider, Paul [1 ]
Janocha, Hartmut [1 ]
机构：
[1] Univ Saarland, LPA, D-66123 Saarbrucken, Germany
来源：
AT-AUTOMATISIERUNGSTECHNIK | 2009年 / 57卷 / 04期
关键词：
Nonlinear Kalman-filter; state estimation; constraints;
D O I：
10.1524/auto.2009.0764
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A Kalman filter is introduced which can take into consideration physical constraints as well as ones given in planning. The paper will focus explicitly on the non-linearity in the equations and special features of the stochastic variables. The substance of the paper is based on insights gained from the sigma-point (SP) Kalman filter where linearisation is achieved by transforming the deterministically chosen SP through non-linear equations. Two procedures are introduced for considering constraints. The first one is based on the displacement of the SP (heuristic procedure), the second is based on the projection onto the constraint surface (analytical procedure).
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页码：169 / 176
页数：8
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