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A gain modification form for Kalman filtering under state inequality constraints
Author(s) -
Sircoulomb V.,
Hoblos G.,
Chafouk H.
Publication year - 2010
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.1180
Subject(s) - kalman filter , state (computer science) , control theory (sociology) , nonlinear system , computer science , extended kalman filter , order (exchange) , mathematical optimization , mathematics , algorithm , artificial intelligence , economics , control (management) , physics , finance , quantum mechanics
This paper presents a method for dealing with Kalman filtering under particular classes of nonlinear state model and state inequality constraints. This method is based on a modification of the optimal Kalman gain in order to enforce the state constraints if necessary. The proposed method is applied to a nonlinear hydraulic system in order to highlight the efficiency of this method. Copyright © 2010 John Wiley & Sons, Ltd.