KALMAN FILTERING WITH STATISTICAL STATE CONSTRAINTS

T.L. Chia, D. Simon, and H.J. Chizeck

References

  1. [1] B. Anderson & J. Moore, Optimal filtering (Englewood Cliffs,NJ: Prentice Hall, 1979).
  2. [2] D. Massicotte, R. Morawski, & A. Barwicz, Incorporation of apositivity constraint into a Kalman-filter-based algorithm forcorrection of spectrometric data, IEEE Trans. on Instrumen-tation and Measurement, 44(1), 1995, 2–7. doi:10.1109/19.368111
  3. [3] W. Wen & H. Durrant-Whyte, Model-based multi-sensor datafusion, IEEE Int. Conf. on Robotics and Automation, Nice,France, 1992, 1720–1726. doi:10.1109/ROBOT.1992.220130
  4. [4] S. Hayward, Constrained Kalman filter for least-squares estima-tion of time-varying beamforming weights, in J. McWhirter &I. Proudler (Eds.), Mathematics in signal processing, Vol. 4(New York: Oxford University Press, 1998), 113–125.
  5. [5] J. Porrill, Optimal combination and constraints for geometricalsensor data, International Journal of Robotics Research, 7(6),1988, 66–77. doi:10.1177/027836498800700606
  6. [6] P. Maybeck, Stochastic models, estimation, and control, Vol.1 (New York: Academic Press, 1979).
  7. [7] R. Stengel, Optimal control and estimation (New York: Dover,1994).
  8. [8] T. Chia, P. Chow, & H. Chizeck, Recursive parameter identi-fication of constrained systems: An application to electricallystimulated muscle, IEEE Trans. on Biomedical Engineering,38(5), 1991, 429–442. doi:10.1109/10.81562
  9. [9] W. Timmons, P. Katona, V. Chankong, & H. Chizeck, Param-eter constrained adaptive control, Industrial and EngineeringChemistry Research, 36(11), 1997, 4894–4905. doi:10.1021/ie9606597
  10. [10] T. Chia, Parameter identification and state estimation ofconstrained systems, doctoral diss., Case Western ReserveUniversity, Cleveland, OH, 1985.
  11. [11] D. Simon & T. Chia, Kalman filtering with state equalityconstraints, IEEE Trans. on Aerospace and Electronic Systems,39(1), 2002, 128–136. doi:10.1109/7.993234
  12. [12] D. Simon & D.L. Simon, Aircraft turbofan engine healthestimation using constrained Kalman filtering, forthcoming inJournal of Engineering for Gas Turbines and Power, 127(2),April 2005, 323–328. doi:10.1115/1.1789153

Important Links:

Go Back