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
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).
引用
下载
收藏
页码:169 / 176
页数:8
相关论文
共 50 条
  • [31] INS/GPS Integrated Navigation for Wheeled Agricultural Robot Based on Sigma-point Kalman Filter
    Zhang, Yuliang
    Gao, Feng
    Tian, Lei
    7TH INTERNATIONAL CONFERENCE ON SYSTEM SIMULATION AND SCIENTIFIC COMPUTING ASIA SIMULATION CONFERENCE 2008, VOLS 1-3, 2008, : 1425 - +
  • [32] Centered error entropy-based sigma-point kalman filter for spacecraft state estimation with non-gaussian noise
    Yang B.
    Huang H.
    Cao L.
    Space: Science and Technology (United States), 2022, 2022
  • [33] Centered Error Entropy-Based Sigma-Point Kalman Filter for Spacecraft State Estimation with Non-Gaussian Noise
    Yang, Baojian
    Huang, Hao
    Cao, Lu
    SPACE: SCIENCE & TECHNOLOGY, 2022, 2022
  • [34] Stochastic stability of sigma-point Unscented Predictive Filter
    Cao, Lu
    Tang, Yu
    Chen, Xiaoqian
    Zhao, Yong
    ISA TRANSACTIONS, 2015, 57 : 189 - 204
  • [35] Sigma-point Kalman filtering for integrated GPS and inertial navigation
    Crassidis, John L.
    IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 2006, 42 (02) : 750 - 756
  • [36] Real-Time Attitude Estimation of Sigma-Point Kalman Filter via Matrix Operation Accelerator
    Dai, Zeyang
    Jing, Lei
    2019 IEEE 13TH INTERNATIONAL SYMPOSIUM ON EMBEDDED MULTICORE/MANY-CORE SYSTEMS-ON-CHIP (MCSOC 2019), 2019, : 342 - 346
  • [37] Vision-only Navigation and Control of Unmanned Aerial Vehicles Using the Sigma-Point Kalman Filter
    Bai, Houwu
    Wan, Eric
    Song, Xubo
    Myronenko, Andriy
    Bogdanov, Alexander
    PROCEEDINGS OF THE 2007 NATIONAL TECHNICAL MEETING OF THE INSTITUTE OF NAVIGATION - NTM 2007, 2007, : 1264 - 1275
  • [38] Applying REC analysis to ensembles of sigma-point kalman filters
    de Pina, Aloisio Carlos
    Zaverucha, Gerson
    ARTIFICIAL NEURAL NETWORKS - ICANN 2006, PT 2, 2006, 4132 : 151 - 160
  • [39] Quasioptimal estimation of GNSS signal parameters in coherent reception mode using sigma-point Kalman filter
    Shavrin V.V.
    Tislenko V.I.
    Lebedev V.Y.
    Konakov A.S.
    Filimonov V.A.
    Kravets A.P.
    Gyroscopy and Navigation, 2017, 8 (1) : 24 - 30
  • [40] On Sigma-Point Update of Cubature Kalman Filter for GNSS/INS Under GNSS-Challenged Environment
    Cui, Bingbo
    Wei, Xinhua
    Chen, Xiyuan
    Li, Jinyang
    Li, Lin
    IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, 2019, 68 (09) : 8671 - 8682