A gain modification form for Kalman filtering under state inequality constraints | Zendy

Sircoulomb V. | Zendy; Hoblos G. | Zendy; Chafouk H. | Zendy

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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.

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