Continuous-time norm-constrained Kalman filtering

DOI10.1016/j.automatica.2014.08.007zbMath1301.93154OpenAlexW2055631888MaRDI QIDQ472571

Anton H. J. de Ruiter, David Evan Zlotnik, James Richard Forbes

Publication date: 19 November 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2014.08.007

zbMATH Keywords

extended Kalman filtersstate estimationconstraintsKalman filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Variable mass, rockets (70P05)

Related Items (3)

Gaussian sum approximation filter for nonlinear dynamic time-delay system ⋮ Discrete-time minmax filtering subject to a norm-constrained state estimate ⋮ Kalman filtering under unknown inputs and norm constraints

Cites Work

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• Stochastic processes and filtering theory
• Target tracking problems subject to kinematic constraints
• Three-axis attitude determination from vector observations
• A new method for the nonlinear transformation of means and covariances in filters and estimators
• On Kalman Filtering With Nonlinear Equality Constraints

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