Linear minimum mean square error filtering with stochastic linear equality constraints

DOI10.1080/00207721.2019.1626932zbMath1483.93645OpenAlexW2952790416WikidataQ127775104 ScholiaQ127775104MaRDI QIDQ5026900

Linfeng Xu, Xiaohui Hao, Yan Liang

Publication date: 8 February 2022

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2019.1626932

zbMATH Keywords

target trackingconstrained filteringstate estimate

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Mode separability-based state estimation for uncertain constrained dynamic systems

Cites Work

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• Bounded Constrained Filtering for GPS/INS Integration
• Spacecraft tracking using sampled-data Kalman filters
• Constrained Kalman filtering via density function truncation for turbofan engine health estimation

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