Some results on linear equality constrained state filtering

DOI10.1080/00207179.2013.801565zbMath1311.93080MaRDI QIDQ5252984

Yongan Zhang, Chaoyang Jiang

Publication date: 3 June 2015

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2013.801565

zbMATH Keywords

Kalman filtering; linear equality constraints; reduced-order Kalman filter; state prediction projection

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

Related Items

Kalman filtering under unknown inputs and norm constraints

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